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~language:"eng"
~person:"Giet, Ludovic"
~subject:"Nonlinear regression"
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Giet, Ludovic
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Modeling multivariate interest rates using time-varying copulas and reducible nonlinear stochastic differential equations
Bu, Ruijun
;
Giet, Ludovic
;
Hadri, Kaddour
;
Lubrano, Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 198-236
Persistent link: https://www.econbiz.de/10009125140
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