Bayesian inference in a stochastic volatility Nelson-Siegel model
Nikolaus Hautsch; Fuyu Yang
| Year of publication: |
2010
|
|---|---|
| Authors: | Hautsch, Nikolaus ; Yang, Fuyu |
| Published in: | |
| Publisher: |
Berlin : SFB 649, Economic Risk |
| Subject: | Bayes-Statistik | Bayesian inference | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
| Extent: | Online-Ressource (36 S., 975 KB) graph. Darst. |
|---|---|
| Series: | SFB 649 discussion paper. - Berlin : [Verlag nicht ermittelbar], ISSN 1860-5664, ZDB-ID 2195055-6. - Vol. 2010-004 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/37145 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008906921