Term Structure Mode and Estimation in a State Space Framework [1 ed.] 9783540283423, 3-540-28342-0, 3540283420

This book presents a series of dynamic models of the term structure of interest rates, covering both theory and estimati

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English Pages 224 Year 2005

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Term Structure Mode and Estimation in a State Space Framework [1 ed.]
 9783540283423, 3-540-28342-0, 3540283420

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