"Are multi-factor Gaussian term structure models still useful? An empirical ..."

Michele Leonardo Bianchi (2022)

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DOI: 10.1080/03610918.2020.1721540

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type: Journal Article

metadata version: 2022-10-02

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Michele Leonardo Bianchi:
Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs. Commun. Stat. Simul. Comput. 51(7): 3685-3713 (2022)

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