Bayesian testing for short term interest rate models
Yonghui Zhang, Zhongtian Chen, Yong Li
| Year of publication: |
February 2017
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|---|---|
| Authors: | Zhang, Yonghui ; Chen, Zhongtian ; Li, Yong |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 20.2017, p. 146-152
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| Subject: | Bayes factor | X2 test | Markov Chain Monte Carlo (MCMC) | Short-term interest rate models | Hypothesis testing | Theorie | Theory | Markov-Kette | Markov chain | Zinsstruktur | Yield curve | Monte-Carlo-Simulation | Monte Carlo simulation | Zins | Interest rate | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.09.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011806836