Dynamically consistent analysis of realized covariations in term structure models (Q6868283)
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scientific article; zbMATH DE number 8150883
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| English | Dynamically consistent analysis of realized covariations in term structure models |
scientific article; zbMATH DE number 8150883 |
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Dynamically consistent analysis of realized covariations in term structure models (English)
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26 January 2026
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bond markets
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functional data analysis
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jumps
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principal component analysis
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realized covariation
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term structure models
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