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Identification and Estimation of Gaussian Affine Term...

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Identification and Estimation of Gaussian Affine Term Structure Models

Hamilton, James D., Wu, Jing Cynthia
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Year:
2010
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1907718
File:
PDF, 651 KB
english, 2010
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