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Chapter title |
A Comparison of Estimation Techniques for the Covariance Matrix in a Fixed-Income Framework
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Chapter number | 6 |
Book title |
New Methods in Fixed Income Modeling
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Published by |
Springer, Cham, January 2018
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DOI | 10.1007/978-3-319-95285-7_6 |
Book ISBNs |
978-3-31-995284-0, 978-3-31-995285-7
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Authors |
Marco Neffelli, Marina Resta |