Nonparametric conditional density estimation of short-term interest rate movements: procedures, results and risk management implications
| Year of publication: |
2013
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|---|---|
| Authors: | Kalda, Ankit ; Siddiqui, Sikandar |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 23.2013, 8 (1.4.), p. 671-684
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