Linear Gaussian affine term structure models with...

Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting

Paresh Date, Chieh Wang
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Volume:
195
Year:
2009
Language:
english
Pages:
11
DOI:
10.1016/j.ejor.2008.01.035
File:
PDF, 192 KB
english, 2009
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