The role of no-arbitrage on forecasting: Lessons from a parametric term structure model
| Year of publication: |
2008
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|---|---|
| Authors: | Almeida, Caio ; Vicente, José |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 32.2008, 12, p. 2695-2705
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