Forecasting swap spreads : a Bayesian approach
Daniel Klein, Elena Nikitina, and Jean-Christophe Curtillet
| Year of publication: |
2016
|
|---|---|
| Authors: | Klein, Daniel ; Nikitina, Elena ; Curtillet, Jean-Christophe |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 26.2016, 2, p. 40-53
|
| Subject: | Bayes-Statistik | Bayesian inference | Theorie | Theory | Zinsderivat | Interest rate derivative | Schätzung | Estimation | Risikoprämie | Risk premium | Modellierung | Scientific modelling | EU-Staaten | EU countries | Swap |
| 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/10011684662