Nearly exact Bayesian estimation of non-linear no-arbitrage term-structure models
Marcello Pericoli and Marco Taboga
| Year of publication: |
2022
|
|---|---|
| Authors: | Pericoli, Marcello ; Taboga, Marco |
| Subject: | approximation methods | deep learning | shadow rate models | yield curve | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbaa037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013460028