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~isPartOf:"International review of financial analysis"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~language:"eng"
~person:"Brown, Rob"
~type_genre:"Aufsatz in Zeitschrift"
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International review of financial analysis
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of fixed income
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Modeling volatility and changes in the swap spread
In, Francis Haeuck
;
Brown, Rob
;
Fang, Victor
- In:
International review of financial analysis
12
(
2003
)
5
,
pp. 545-561
Persistent link: https://www.econbiz.de/10001797475
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