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Estimation of the Term Structure of Interest Rates: Methodology and Applications. (2012). Gimeno, Ricardo ; Berenguer, Emma ; Berenguer-Carceles, Emma ; Nave, Juan M..
In: Working Papers.
RePEc:pab:fiecac:12.06.

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  48. An arbitrage-free generalized Nelson-Siegel term structure model. (2008). Rudebusch, Glenn ; Diebold, Francis ; Christensen, Jens ; Jens H. E. Christensen, .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2008-07.

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  49. Giving flexibility to the Nelso-Siegel class of term structure models. (2008). De Rezende, Rafael.
    In: Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting].
    RePEc:anp:en2008:200807211322560.

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  50. The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models. (2007). Rudebusch, Glenn ; Diebold, Francis ; Christensen, Jens ; Jens H. E. Christensen, .
    In: PIER Working Paper Archive.
    RePEc:pen:papers:07-029.

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  51. The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models. (2007). Rudebusch, Glenn ; Diebold, Francis ; Christensen, Jens ; Jens H. E. Christensen, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13611.

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