Browsing by Author Kumar, Sudarshan
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Issue Date | Title | Author(s) |
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12-Dec-2021 | Term structure estimation with liquidity-adjusted Ane Nelson Siegel model: A nonlinear state space approach applied to the Indian bond market | Virmani, Vineet; Kumar, Sudarshan |
2020 | Three essays on interest rate modeling | Kumar, Sudarshan |