The use of Bayes factors to compare interest rate term structure models (Q5746770)
From MaRDI portal
scientific article; zbMATH DE number 6256480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The use of Bayes factors to compare interest rate term structure models |
scientific article; zbMATH DE number 6256480 |
Statements
The use of Bayes factors to compare interest rate term structure models (English)
0 references
8 February 2014
0 references
Bayesian analysis
0 references
bond yields
0 references
Monte Carlo methods
0 references
term structure
0 references
0 references
