Estimating VAR models for the term structure of interest rates
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Publication:998269
DOI10.1016/J.INSMATHECO.2007.05.004zbMath1152.91677OpenAlexW2093136117MaRDI QIDQ998269
Hélio Lopes, Regina Fukuda, Luciano Vereda
Publication date: 28 January 2009
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=9633@1
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