Forecasting U.K. and U.S. interest rates using continuous time term structure models
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- Dahlquist, Magnus, 1996. "On alternative interest rate processes," Journal of Banking & Finance, Elsevier, vol. 20(6), pages 1093-1119, July.
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- Marcus Chambers & K. Ben Nowman, 1997. "Forecasting with the almost ideal demand system: evidence from some alternative dynamic specifications," Applied Economics, Taylor & Francis Journals, vol. 29(7), pages 935-943.
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