Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting (Q2378387)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting |
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Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting (English)
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8 January 2009
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finance
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forecasting
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time series
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filtering
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