Forecasting interest rates through Vasicek and CIR models:...

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Forecasting interest rates through Vasicek and CIR models: a partitioning approach

Orlando, Giuseppe, Mininni, Rosa Maria, Bufalo, Michele
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Journal:
Journal of Forecasting
DOI:
10.1002/for.2642
Date:
December, 2019
File:
PDF, 1.35 MB
2019
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