Pages that link to "Item:Q1927156"
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The following pages link to Bayesian inference in a stochastic volatility Nelson-Siegel model (Q1927156):
Displayed 6 items.
- Prediction bias correction for dynamic term structure models (Q500507) (← links)
- Affine arbitrage-free yield net models with application to the euro debt crisis (Q2155317) (← links)
- Dynamic functional data analysis with non-parametric state space models (Q5128569) (← links)
- Modeling Nelson–Siegel Yield Curve Using Bayesian Approach (Q5227363) (← links)
- A Bayesian approach to term structure modeling using heavy‐tailed distributions (Q5414514) (← links)
- Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model (Q5860977) (← links)