Estimating the Term Structure With a Semiparametric Bayesian Hierarchical Model: An Application to Corporate Bonds
| 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. - American Statistical Association. - Vol. 106.2011, 494, p. 387-395
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| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009358732