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    Wali Ullah, Affine Term Structure Model with Macroeconomic Factors: Do No-Arbitrage Restriction and Macroeconomic Factors Imply Better Out-of-Sample Forecasts?, Journal of Forecasting, 2016, 35, 1
  2. 2
    Wali Ullah, Yasumasa Matsuda, Yoshihiko Tsukuda, Generalized Nelson–Siegel term structure model: do the second slope and curvature factors improve the in-sample fit and out-of-sample forecasts?, Journal of Applied Statistics, 2015, 42, 4, 876

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