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Krivobokova, T., Kauermann, G. & Archontakis, T. Estimating the term structure of interest rates using penalized splines. Statistical Papers 47, 443–459 (2006). https://doi.org/10.1007/s00362-006-0297-8
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DOI: https://doi.org/10.1007/s00362-006-0297-8