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Multi-Factor Function-on-Function Regression of Bond Yields on WTI Commodity Futures Term Structure Dynamics

Fuente: arXiv

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Bibliographic Details
Main Authors:	He, Peilun, Peters, Gareth W., Kordzakhia, Nino, Shevchenko, Pavel V.
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance
Online Access:	Acceder al recurso
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