Modeling Nelson–Siegel Yield Curve Using Bayesian Approach (Q5227363)
From MaRDI portal
scientific article; zbMATH DE number 7086103
Language | Label | Description | Also known as |
---|---|---|---|
English | Modeling Nelson–Siegel Yield Curve Using Bayesian Approach |
scientific article; zbMATH DE number 7086103 |
Statements
Modeling Nelson–Siegel Yield Curve Using Bayesian Approach (English)
0 references
26 July 2019
0 references
Nelson-Siegel yield curve
0 references
Bayesian statistical methods
0 references