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English
version
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2009
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1. |
Trovik, Tørres Gerhard; Kane-Janus, Couro. Estimating Mixed Frequency Data: Stochastic Interpolation with Preserved Covariance Structure. I: Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds. Palgrave Macmillan 2009 ISBN 978-0-230-24012-4. s. 325-336
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