FORNARI, Fabio; MELE, Antonio. A two-factor model of the term structure with optimal filtering behaviour. Statistica, [S. l.], v. 54, n. 3, p. 293–312, 2013. DOI: 10.6092/issn.1973-2201/1017. Disponível em: https://rivista-statistica.unibo.it/article/view/1017. Acesso em: 22 jul. 2024.