Yield Curve Forecasting with the Burg Model

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Yield Curve Forecasting with the Burg Model

Rostan, Pierre, Belhachemi, Rachid, Racicot, François-Eric
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Year:
2016
Language:
english
Journal:
Journal of Forecasting
DOI:
10.1002/for.2416
File:
PDF, 31.14 MB
english, 2016
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