Pages that link to "Item:Q957220"
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The following pages link to Simulation-based Bayesian estimation of an affine term structure model (Q957220):
Displayed 5 items.
- Second special issue on computational econometrics (Q957202) (← links)
- Computational techniques for applied econometric analysis of macroeconomic and financial processes (Q1019982) (← links)
- Estimation of parameters in mean-reverting stochastic systems (Q1718116) (← links)
- Bayesian inference in a stochastic volatility Nelson-Siegel model (Q1927156) (← links)
- Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs (Q5867418) (← links)