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Estimation of the term structure from bond data. (1994). Scaillet, Olivier ; gourieroux, christian.
In: CEPREMAP Working Papers (Couverture Orange).
RePEc:cpm:cepmap:9415.

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  1. Estimation de modèles de la structure par terme des taux dintérêt.. (1996). Zakoian, Jean-Michel ; Scaillet, Olivier ; Broze, Laurence.
    In: Revue Économique.
    RePEc:prs:reveco:reco_0035-2764_1996_num_47_3_409787.

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  2. The econometrics of financial markets. (1996). pagan, adrian.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:3:y:1996:i:1:p:15-102.

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  3. A Bayesian approach to the empirical valuation of bond options. (1996). Schotman, Peter .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:75:y:1996:i:1:p:183-215.

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  4. A Semi-Parametric Factor Model for Interest Rates. (1996). Ng, Serena ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:96s-18.

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  5. Local Parametric Analysis of Hedging in Discrete Time. (1995). Bossaerts, P. L. M., ; Hillion, P..
    In: Discussion Paper.
    RePEc:tiu:tiucen:77cdfe27-8732-4f09-bf89-fdc945d2909e.

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  6. Stochastic Volatility. (1995). Renault, Eric ; Harvey, Andrew ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-49.

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  7. Linear Factor Models and the Term Structure of Interest Rates. (1995). Monfort, Alain ; gourieroux, christian ; Clement, Emmanuelle .
    In: Annals of Economics and Statistics.
    RePEc:adr:anecst:y:1995:i:40:p:37-65.

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