Bayesian, MLE, and GMM Estimation of a Spot Rate Model (Q5712000): Difference between revisions

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Latest revision as of 14:24, 11 June 2024

scientific article; zbMATH DE number 2240164
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English
Bayesian, MLE, and GMM Estimation of a Spot Rate Model
scientific article; zbMATH DE number 2240164

    Statements

    Bayesian, MLE, and GMM Estimation of a Spot Rate Model (English)
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    22 December 2005
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    generalized method of moments
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    Griddy Gibbs
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    Japanese call rate
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    Markov chain Monte Carlo algorithms
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    maximum likelihood estimator
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    Monte Carlo experiments
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    volatility elasticity
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