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Correcting estimation bias in regime switching dynamic term structure models

Sungjun Cho, Liu Liu
Year of publication:
2023
Authors: Cho, Sungjun ; Liu, Liu
Subject: Regime switching | Small sample bias correction | Term structure | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | Markov-Kette | Markov chain | Schätzung | Estimation
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