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Normal view MARC view ISBD view

Poisson-gaussian processes and the bond markets

Das, Sanjiv R.

Poisson-gaussian processes and the bond markets - Cambridge, Mass : National Bureau of Economic Research, 1998 - 33

Subjects--Topical Terms:
INTEREST RATES--UNITED STATES--ECONOMETRIC MODELS
BOND MARKET--UNITED STATES--ECONOMETRIC MODELS
POISSON PROCESSES
ECONOMICS--RESEARCH

LC Class. No.: HG226 / D37P

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