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~subject:"Time series conditional distribution model"
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Time series conditional distribution model
Affine Term Structure Model
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Chen, Bin
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A Unified Approach to Validating Univariate and Multivariate Conditional Distribution Models in Time Series
Chen, Bin
;
Hong, Yongmiao
-
2013
the stylized fact that economic or
financial
markets
are more affected by recent past events than by remote past events …
Persistent link: https://www.econbiz.de/10010892083
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