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Affine Nelson-Siegel model
Alfaro, Rodrigo - In: Economics letters 110 (2011) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10009241656
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The Holt-Winters filter and the one-sided HP filter : a close correspondence
Alfaro, Rodrigo; Drehmann, Mathias - In: Economics letters 222 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014231909