Modélisation bayésienne non linéaire du taux di̕ntérêt de court terme Américain : la̕ide des outils non paramétriques
Michel Lubrano
| Year of publication: |
2004
|
|---|---|
| Authors: | Lubrano, Michel |
| Published in: |
L' Actualité économique : revue trimest.. - Montréal : Ecole, ISSN 0001-771X, ZDB-ID 40047-6. - Vol. 80.2004, 2/3, p. 465-499
|
| Subject: | Zinsstruktur | Yield curve | Bayes-Statistik | Bayesian inference | Theorie | Theory | USA | United States | 1934-1999 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | French |
| Notes: | Literaturverz. S. 496 - 499 Zsfassung in engl. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003086430