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主办：中国优选法统筹法与经济数学研究会
中国科学院科技战略咨询研究院
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Chinese Journal of Management Science
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中文
Is Dynamic Nelson-Siegel Model Compatible with Arbitrage Free——Empirical Evidence from China Treasury Yield Curves
KONG Ji-hong, YUE Wei
Chinese Journal of Management Science . 2020, (
4
): 61 -72 . DOI: 10.16381/j.cnki.issn1003-207x.2020.04.006
