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Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model
Authors: Çakmakl., Cem
Citation: Çakmakl., Cem, Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model, Econometric reviews , 39(1), 2020, pp. 71-91
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