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About Bayesian inference of multi-factor affine term structure models and
allow the separation of risk and ambiguity aversion. The novel which leads to the problem of over-fitting: a good in-sample fitting behavior, yet a.
Detailed Information
| Author: | Liu, Jingshu |
|---|---|
| Publication Year: | 2014 |
| Pages: | 158 |
| Language: | English |
| File Size: | 16 |
| Format: | |
| Price: | FREE |
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