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~institution:"University of British Columbia / Finance Division"
~subject:"Optionspreistheorie"
~subject:"USA"
~subject:"VAR-Modell"
~subject:"Zinsstruktur"
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Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R.
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2000
Persistent link: https://www.econbiz.de/10001487318
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