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institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
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Yield curve
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Zinsstruktur
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1998-2000
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Estimation
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Collin-Dufresne, Pierre
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
National Bureau of Economic Research
273
Centre for Analytical Finance <Århus>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Federal Reserve Bank of San Francisco
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Ekonomiska forskningsinstitutet <Stockholm>
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Rodney L. White Center for Financial Research
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Europäische Zentralbank
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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International Center for Financial Asset Management and Engineering
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Goethe-Universität Frankfurt am Main
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Institute of Finance and Accounting <London>
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The inflation premium implicit in the US real and nominal term structures of interest rates
McCulloch, J. Huston
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contributor
); …
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2000
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[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001540056
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"True" stochastic volatility and a generalized class of affine models
Collin-Dufresne, Pierre
(
contributor
); …
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001522553
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