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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"NBP working paper"
~person:"Cheung, Yin-Wong"
~person:"Koopman, Siem Jan"
~subject:"Konjunktur"
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Dynamic term structure models with score-driven time-varying parameters : estimation and forecasting
Koopman, Siem Jan
;
Lucas, André
;
Zamojski, Marcin
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2017
Persistent link: https://www.econbiz.de/10011618466
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