Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models

by Marcello Pericoli and Marco Taboga

Year of publication:	[2018]
Authors:	Pericoli, Marcello ; Taboga, Marco
Publisher:	[Rom] : Banca d'Italia Eurosistema
Subject:	yield curve \| shadow rate \| deep learning \| artificial intelligence \| Zinsstruktur \| Yield curve \| Künstliche Intelligenz \| Artificial intelligence \| Bayes-Statistik \| Bayesian inference \| Schätztheorie \| Estimation theory \| Prognoseverfahren \| Forecasting model

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