Forecasting the term structure of interest rates using integrated nested Laplace approximations
Márcio Poletti Laurini and Luiz Koodi Hotta
| 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 | Theorie | Theory | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010424830