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~isPartOf:"Working paper series / Department of Economics, Auckland Business School, The University of Auckland"
~language:"eng"
~person:"Faff, Robert W."
~person:"Phillips, Peter C. B."
~subject:"Yield curve"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Faff, Robert W.
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001727120
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Exact Gaussian estimation of continuous time models of the term structure of interest rates
Phillips, Peter C. B.
;
Yu, Jun
-
2000
Persistent link: https://www.econbiz.de/10001558290
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