A Bayesian Time-Varying Approach to Risk Neutral Density Estimation
Year of publication: |
2015
|
---|---|
Authors: | Casarin, Roberto |
Other Persons: | Molina, German (contributor) ; ter Horst, Enrique (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Bayes-Statistik | Bayesian inference | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (42 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 20, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2621108 [DOI] |
Classification: | C1 - Econometric and Statistical Methods: General ; C5 - Econometric Modeling ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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