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person:"Cornet, Bernard"
~isPartOf:"Journal of econometrics"
~person:"Fontana, Claudio"
~person:"Rothschild, Michael"
~person:"Rudebusch, Glenn D."
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The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 4-20
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