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"A cyclical square-root model for the term structure of interest rates."

Manuel Moreno, Federico Platania (2015)

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DOI: 10.1016/J.EJOR.2014.08.010

access: closed

type: Journal Article

metadata version: 2020-02-21

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Manuel Moreno, Federico Platania:
A cyclical square-root model for the term structure of interest rates. Eur. J. Oper. Res. 241(1): 109-121 (2015)

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