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Estimating the Natural Cubic Spline Volatilities of the ASEAN-5 Exchange Rates
Estimating the Natural Cubic Spline Volatilities of the ASEAN-5 Exchange Rates
2021
Jetsada Laipaporn
Phattrawan Tongkumchum
Keywords:
Knot (unit)
Mathematics
Effective exchange rate
Spline (mathematics)
Model selection
Applied mathematics
Correction
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