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3. An online estimation scheme for a Hull–White model with HMM-driven parameters. (2009). Mamon, Rogemar ; Erlwein, Christina.
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5. No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth.. (2009). Pegoraro, Fulvio ; Monfort, Alain ; Jardet, Caroline.
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