The use of Bayes factors to compare interest rate term structure models (Q5746770): Difference between revisions
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Revision as of 21:57, 19 March 2024
scientific article; zbMATH DE number 6256480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The use of Bayes factors to compare interest rate term structure models |
scientific article; zbMATH DE number 6256480 |
Statements
The use of Bayes factors to compare interest rate term structure models (English)
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8 February 2014
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Bayesian analysis
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bond yields
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Monte Carlo methods
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term structure
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