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Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting / Siem Jan Koopman, André Lucas, Marcin Zamojski. - Warsaw, 2017.
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Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting /
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dynamictermstructuremodelswithscoredriventimevaryingparametersestimationandforecasting
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Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting
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