Browsing Faculty of Business by Author "Ahi, Emrah"
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Robust term structure estimation in developed and emerging markets
Ahi, Emrah; Akgiray, V.; Şener, Emrah (Springer Nature, 2018-01)Despite powerful advances in interest rate curve modeling for data-rich countries in the last 30 years, comparatively little attention has been paid to the key practical problem of estimation of the term structure of ...
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