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Consortium of Swiss Academic Libraries

A model of the euro-area yield curve with discrete policy rates

Renne, Jean-Paul

In: Studies in Nonlinear Dynamics & Econometrics, 2017, vol. 21, no. 1, p. 99-116

Consortium of Swiss Academic Libraries

Fast Update of Conditional Simulation Ensembles

Chevalier, Clément ; Emery, Xavier ; Ginsbourger, David

In: Mathematical Geosciences, 2015, vol. 47, no. 7, p. 771-789