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Bu, R, Giet, L, Hadri, K and Lubrano, M
(2011) Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations. Journal of Financial Econometrics, 9 (1). 198 - 236. ISSN 1479-8409, 1479-8417

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