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~institution:"IBMEC Business School - Rio de Janeiro"
~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
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MCMC
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Bayesian Factor Selection in Dynamic Term Structure Models
Laurini, Márcio
-
IBMEC Business School - Rio de Janeiro
-
2011
selecting the best specification in the Nelson-Siegel class of models using Reversible Jump
MCMC
. …
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