Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting
| Year of publication: |
2009
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|---|---|
| Authors: | Date, Paresh ; Wang, Chieh |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 195.2009, 1, p. 156-166
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