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Modeling volatility and changes in the swap spread

, , and . International Review of Financial Analysis, 12 (5): 545--561 (2003)

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Testing the Expectations Hypothesis for Interest Rate Term Structure: Some Australian Evidence., and . ICCSA (3), volume 2669 of Lecture Notes in Computer Science, page 189-198. Springer, (2003)Volatility Transmission Between Stock and Bond Markets: Evidence from US and Australia., , and . IDEAL, volume 3578 of Lecture Notes in Computer Science, page 580-587. Springer, (2005)Credit Risks of Interest Rate Swaps: A Comparative Study of CIR and Monte Carlo Simulation Approach., and . IDEAL, volume 3177 of Lecture Notes in Computer Science, page 780-787. Springer, (2004)Modeling volatility and changes in the swap spread, , and . International Review of Financial Analysis, 12 (5): 545--561 (2003)Scalable Image Retrieval with Multimodal Fusion., , , and . FLAIRS, page 80-85. AAAI Press, (2016)Localizing Temporal Anomalies in Large Evolving Graphs., , , and . SDM, page 927-935. SIAM, (2015)Triaging Anomalies in Dynamic Graphs: Towards Reducing False Positives., , , and . SmartCity, page 354-359. IEEE Computer Society, (2015)Probabilistic Ensemble Fusion for Multimodal Word Sense Disambiguation., , , , and . ISM, page 172-177. IEEE Computer Society, (2015)