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The SR approach : a new estimation method for non-linear and non-Gaussian dynamic term structure models

Martin M. Andreasen and Bent Jesper Christensen
Year of publication:
2010
Authors: Andreasen, Martin M. ; Christensen, Bent Jesper
Publisher: Århus : School of Economics and Management
Subject: Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Zinsstruktur | Yield curve
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