In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982–2008
| Year of publication: |
2011
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|---|---|
| Authors: | Cai, Lili ; Swanson, Norman R. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 18.2011, 4, p. 743-765
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