Márcio Poletti Laurini, Armênio Dias Westin Neto

Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach

Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach

International Econometric Review

2014-Cilt: 6 - Sayı: 2

77-99

Arbitrage, term structure of interest rates, latent factors, Bayesian Inference, Nelson-Siegel dynamic models.

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