Bayesian, MLE, and GMM Estimation of a Spot Rate Model (Q5712000): Difference between revisions
From MaRDI portal
Set profile property. |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 05:44, 7 March 2024
scientific article; zbMATH DE number 2240164
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
22 December 2005
0 references
generalized method of moments
0 references
Griddy Gibbs
0 references
Japanese call rate
0 references
Markov chain Monte Carlo algorithms
0 references
maximum likelihood estimator
0 references
Monte Carlo experiments
0 references
volatility elasticity
0 references
