State space approach to the term structure of interest rates (Q4721040)
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scientific article; zbMATH DE number 3993244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | State space approach to the term structure of interest rates |
scientific article; zbMATH DE number 3993244 |
Statements
State space approach to the term structure of interest rates (English)
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1987
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term structure
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liquidity preference
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preferred habitat
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state space model
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