A HIDDEN MARKOV APPROACH TO THE FORWARD PREMIUM PUZZLE (Q3421819)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A HIDDEN MARKOV APPROACH TO THE FORWARD PREMIUM PUZZLE |
scientific article |
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A HIDDEN MARKOV APPROACH TO THE FORWARD PREMIUM PUZZLE (English)
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8 February 2007
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hidden Markov models
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filtering
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uncovered interest rate parity
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