• Title of article

    Simulation-based Bayesian estimation of an affine term structure model

  • Author/Authors

    Andrew D. Sanford، نويسنده , , Gael M. Martin، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2005
  • Pages
    28
  • From page
    527
  • To page
    554
  • Keywords
    Data augmentation , Markov chain Monte Carlo , Interest rate models , Bayesian analysis
  • Journal title
    Computational Statistics and Data Analysis
  • Serial Year
    2005
  • Journal title
    Computational Statistics and Data Analysis
  • Record number

    307958

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=307958