Forecasting swap spreads: a Bayesian approach
Olena Nikitina
| Year of publication: |
2015
|
|---|---|
| Authors: | Nikitina, Olena |
| Published in: |
Essays on fixed income and inflation forecasting. - [Oestrich-Winkel]. - 2015, p. 80-106
|
| Subject: | Zinsderivat | Interest rate derivative | Risikoprämie | Risk premium | Modellierung | Scientific modelling | Bayes-Statistik | Bayesian inference | Theorie | Theory | Schätzung | Estimation | EU-Staaten | EU countries | 2000-2015 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011639455