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Manajemen | Fakultas Ekonomi Universitas Maritim Raja Ali Haji 073500104000000433

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Table 1. Spot Rate Models Considered for Density Forecast Evaluation
Figure 1. Daily 1-Month T-Bill Rates Between June 14, 1961 and December 29, 2000. This figure plots the level and change series of the daily
Table 2. Parameter Estimates for the Single-Factor Diffusion Models
Table 4. Parameter Estimates for the Markov Regime-Switching Models
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