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~isPartOf:"CREATES research paper"
~person:"Christoffersen, Peter F."
~subject:"Zeitreihenanalyse"
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Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
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