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*035  $a(EXLNZ-47BIBSYS_NETWORK)990421191114702201
*035  $a(NO-LaBS)13821354(bibid)
*035  $a(NO-TrBIB)042119111
*035  $a042119111-47bibsys_network
*040  $aNO-TrBIB$bnob$ekatreg
*1001 $aCollin-Dufresne, Pierre$0(NO-TrBIB)4087939$_43229100
*24510$aCan interest rate volatility be extracted from the cross section of bond yields? :$ban investigation of unspanned stochastic volatility$cPierre Collin-Dufresne, Robert S. Goldstein, Christopher S. Jones
*260  $aCambridge, Mass.$bNational Bureau of Economic Research$c2004
*300  $a66 s.$bill.
*4901 $aWorking paper series / National Bureau of Economic Research$v10756
*7001 $aGoldstein, Robert S.$0(NO-TrBIB)4087937$_43229200
*7001 $aJones, Christopher S.$0(NO-TrBIB)3005487$_33988000
*830 0$aWorking paper series (National Bureau of Economic Research : trykt utg.)$x0898-2937$v10756$w999105437124702201$_13074900
*901  $a80
*999  $aoai:nb.bibsys.no:990421191114702202$b2021-11-14T19:55:38Z$z990421191114702202
^