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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Pegoraro, Fulvio"
~subject:"ARMA model"
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Switiching VARMA term structure models
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
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