Design and estimation of a quadratic term structure model with a mixture of normal distributions

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Bibliographic Information

Title
"Design and estimation of a quadratic term structure model with a mixture of normal distributions"
Statement of Responsibility
Kentaro Kikuchi
Publisher
  • Institute for Monetary and Economic Studies, Bank of Japan
Publication Year
  • 2012
Book size
30 cm
Other Title
  • IMES

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Notes

Cover title

Bibliography: p. 23-24

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