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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"NBP working paper"
~person:"Lucas, André"
~person:"Nelson, Daniel B."
~subject:"Multivariate Analyse"
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Dynamic term structure models with score-driven time-varying parameters : estimation and forecasting
Koopman, Siem Jan
;
Lucas, André
;
Zamojski, Marcin
-
2017
Persistent link: https://www.econbiz.de/10011618466
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