Estimating the term structure with a semiparametric Bayesian hierarchical model: an application to corporate bonds (Q3095156)
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scientific article; zbMATH DE number 5965200
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| English | Estimating the term structure with a semiparametric Bayesian hierarchical model: an application to corporate bonds |
scientific article; zbMATH DE number 5965200 |
Statements
Estimating the Term Structure With a Semiparametric Bayesian Hierarchical Model: An Application to Corporate Bonds (English)
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28 October 2011
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credit spread
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Dirichlet process mixtures
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nonparametric Bayes
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treasury bond
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yield curve
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0.7513319849967957
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0.731764018535614
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0.7207958102226257
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0.7154818177223206
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