Bayesian inference applied to dynamic Nelson-Siegel model with stochastic volatility
Year of publication: |
2010
|
---|---|
Authors: | Caldeira, João F. ; Laurini, Márcio Poletti ; Portugal, Marcelo Savino |
Published in: |
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2392364-7. - Vol. 30.2010, 1, p. 123-161
|
Subject: | Theorie | Theory | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Stochastischer Prozess | Stochastic process |
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