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Restrictions on Risk Prices in Dynamic Term Structure Models - MaRDI portal

Restrictions on Risk Prices in Dynamic Term Structure Models

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Publication:6623174

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DOI10.1080/07350015.2016.1164707zbMath1547.62615MaRDI QIDQ6623174

Michael D. Bauer

Publication date: 23 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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