A FAMILY OF MODELS EXPLAINING THE LEVEL-SLOPE-CURVATURE EFFECT (Q5696851)

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scientific article; zbMATH DE number 2216232
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A FAMILY OF MODELS EXPLAINING THE LEVEL-SLOPE-CURVATURE EFFECT
scientific article; zbMATH DE number 2216232

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    A FAMILY OF MODELS EXPLAINING THE LEVEL-SLOPE-CURVATURE EFFECT (English)
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    19 October 2005
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    principal components analysis
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    Heath-Jarrow-Morton
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