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Direct estimation of the risk neutral factor dynamics of Gaussian term structure models

Dennis Bams and Peter C. Schotman

Journal of Econometrics, 2003, vol. 117, issue 1, 179-206

Date: 2003
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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