A Bayesian approach to term structure modeling using heavy‐tailed distributions (Q5414514)
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scientific article; zbMATH DE number 6292445
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian approach to term structure modeling using heavy‐tailed distributions |
scientific article; zbMATH DE number 6292445 |
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A Bayesian approach to term structure modeling using heavy‐tailed distributions (English)
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6 May 2014
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interest rates
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MCMC
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scale mixture of normal distributions
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state space models
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term structure
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