Estimating the term structure with a semiparametric Bayesian hierarchical model : an application to corporate bonds
Alejandro Cruz-Marcelo, Katherine B. Ensor, and Gary L. Rosner
| Year of publication: |
2011
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|---|---|
| Authors: | Cruz-Marcelo, Alejandro ; Ensor, Katherine B. ; Rosner, Gary L. |
| Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 106.2011, 494, p. 387-395
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| Subject: | Unternehmensanleihe | Corporate bond | Zinsstruktur | Yield curve | Schätzung | Estimation | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009267774