Dynamics of Interest Rate Curve by Functional Auto-Regression

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Publication:6474650

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arXivmath/0411047MaRDI QIDQ6474650

Alexei Onatski, Vladislav Kargin

Publication date: 2 November 2004

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12)

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