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|Title:||Exploring the dynamics of the treasury note and interest rate swap markets using bivariate threshold autoregressive models|
|Source:||3rd International Association for Statistical Computing (IASC) World Conference on Computational Statistics and Data Analysis, Limassol, Cyprus, 28-31 October 2005 How to cite?|
|Appears in Collections:||Conference Paper|
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Checked on Mar 19, 2017
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