Gaussian estimation and forecasting of multi-factor term structure models with an application to Japan and the United Kingdom

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Publication:1415421

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DOI10.1023/A:1011436907037zbMath1054.91543MaRDI QIDQ1415421

Publication date: 4 December 2003

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

zbMATH Keywords

forecasting; term structure; Gaussian estimation; CKLS

Mathematics Subject Classification ID

DB lookup for MSC labels failed

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