A Bayesian approach to term structure modeling using heavy‐tailed distributions (Q5414514): Difference between revisions

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Latest revision as of 12:26, 8 July 2024

scientific article; zbMATH DE number 6292445
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English
A Bayesian approach to term structure modeling using heavy‐tailed distributions
scientific article; zbMATH DE number 6292445

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    A Bayesian approach to term structure modeling using heavy‐tailed distributions (English)
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    6 May 2014
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    interest rates
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    MCMC
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    scale mixture of normal distributions
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    state space models
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    term structure
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