Bayesian extensions to Diebold-Li term structure model
Year of publication: |
2010
|
---|---|
Authors: | Laurini, Márcio Poletti ; Hotta, Luiz K. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 19.2010, 5, p. 342-350
|
Subject: | Term structure | Bayesian inference | Markov Chain Monte Carlo | Theorie | Theory | Zinsstruktur | Yield curve | Bayes-Statistik | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation |
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