Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Communications in Statistics - Simulation and Computation
سال: 2020
ISSN: 0361-0918,1532-4141
DOI: 10.1080/03610918.2020.1721540