Estimation in models of the instantaneous short term interest rate by use of a dynamic Bayesian algorithm
Year of publication: |
2002
|
---|---|
Authors: | Bhar, Ramaprasad ; Chiarella, Carl ; Runggaldier, Wolfgang J. |
Published in: |
Advances in finance and stochastics : essays in honour of Dieter Sondermann. - Berlin : Springer, ISBN 3-540-43464-X. - 2002, p. 177-195
|
Subject: | stochastic differential equation | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Finanzanalyse | Financial analysis | Bayes-Statistik | Bayesian inference | Theorie | Theory | Momentenmethode | Method of moments |
-
Bhar, Ramaprasad, (2001)
-
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian, (2001)
-
Gallant, A. Ronald, (2018)
- More ...
-
Bhar, Ramaprasad, (2001)
-
Filtering equity risk premia from derivative prices
Bhar, Ramaprasad, (2001)
-
Inferring the forward looking equity risk premium from derivative price
Bhar, Ramaprasad, (2004)
- More ...