Forecasting the term structure of interest rates using integrated nested Laplace approximations
Year of publication: |
2014
|
---|---|
Authors: | Laurini, Márcio Poletti ; Hotta, Luiz K. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 33.2014, 3, p. 214-230
|
Subject: | term structure | latent factors | Bayesian forecasting | Laplace approximations | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Theorie | Theory | Bayes-Statistik | Bayesian inference |
-
Machine learning and the yield curve : tree-based macroeconomic regime switching
Bie, Siyu, (2024)
-
Bayesian forecasting of demand time-series data with zero values
Corberán-Vallet, Ana, (2013)
-
Bayesian interval robust optimization for sustainable energy system planning in Qiqihar City, China
Dong, Cong, (2016)
- More ...
-
Bayesian extensions to Diebold-Li term structure model
Laurini, Márcio Poletti, (2010)
-
Laurini, Márcio Poletti, (2009)
-
Filtragem e Previsão com Modelos de Voltalidade: Voltalidade Estocastica versus GARCH
Herencia, Maurício Zevallos, (1998)
- More ...