Priors and Bayesian parameter estimation of affine term structure models
Leopold Sögner
| Year of publication: |
2014
|
|---|---|
| Authors: | Sögner, Leopold |
| Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 4.2014, 3/4, p. 288-319
|
| Subject: | affine term-structure models | MCMC | Markov chain Monte Carlo | near unit root behaviour | Zinsstruktur | Yield curve | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Einheitswurzeltest | Unit root test |
| 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/10010496421