Simulation-based Bayesian estimation of an affine term structure model
| Year of publication: |
2005
|
|---|---|
| Authors: | Sanford, Andrew D. ; Martin, Gael M. |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 49.2005, 2, p. 527-554
|
| Publisher: |
Elsevier |