The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks
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- Santa-Clara, Pedro & Sornette, Didier, 2001. "The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks," The Review of Financial Studies, Society for Financial Studies, vol. 14(1), pages 149-185.
References listed on IDEAS
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World Scientific Publishing Co. Pte. Ltd..
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