Bayesian extensions to Diebold-Li term structure model
Year of publication: |
2010
|
---|---|
Authors: | Laurini, Márcio Poletti ; Hotta, Luiz Koodi |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 19.2010, 5, p. 342-351
|
Saved in:
Saved in favorites
Similar items by person
-
Laurini, Márcio Poletti, (2009)
-
Forecasting the term structure of interest rates using integrated nested Laplace approximations
Laurini, Márcio Poletti, (2014)
-
Bayesian extensions to Diebold-Li term structure model
Laurini, Márcio Poletti, (2010)
- More ...