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Estimating the level of the Brazilian yield curve using the time-varying coefficient model GAS (2,2) with gamma distribution
Rodrigues dos Santos, Daiane
;
Ribeiro, Tiago Costa
; …
- In:
International journal of economics and finance
11
(
2019
)
9
,
pp. 1-11
Persistent link: https://www.econbiz.de/10012107436
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