Flexible threshold models for modelling interest rate volatility
Petros Dellaportas; David G. T. Denison; Chris Holmes
| Year of publication: |
2007
|
|---|---|
| Authors: | Dellaportas, Petros ; Denison, David G. T. ; Holmes, Chris |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 26.2007, 2, p. 419-437
|
| Subject: | Zins | Interest rate | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Induktive Statistik | Statistical inference | Theorie | Theory | USA | United States | 1962-1999 |
| 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/10003509144