Frontiers in financial dynamics
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DOI: 10.1016/j.ribaf.2012.08.006
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References listed on IDEAS
- Jiguo Cao & James Ramsay, 2007. "Parameter cascades and profiling in functional data analysis," Computational Statistics, Springer, vol. 22(3), pages 335-351, September.
- John H. Wood, 1983. "Do yield curves normally slope up? The term structure of interest rates, 1862–1982," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 7(Jul), pages 17-23.
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Cited by:
- Mudakkar, Syeda Rabab & Uppal, Jamshed Y., 2018. "Stability of cross-market bivariate return distributions during financial turbulence," Research in International Business and Finance, Elsevier, vol. 45(C), pages 389-401.
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Keywords
Generalised smoothing; Term structure of interest rates; Functional data analysis;All these keywords.
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