Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model (Q5860977)
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scientific article; zbMATH DE number 7484507
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model |
scientific article; zbMATH DE number 7484507 |
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Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model (English)
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4 March 2022
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Bayesian inference
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Dirichlet process mixture
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dynamic factor model
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Nelson-Siegel model
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yield curve
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