Estimating the Term Structure With a Semiparametric Bayesian Hierarchical Model: An Application to Corporate Bonds (Q3095156)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the Term Structure With a Semiparametric Bayesian Hierarchical Model: An Application to Corporate Bonds |
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Estimating the Term Structure With a Semiparametric Bayesian Hierarchical Model: An Application to Corporate Bonds (English)
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28 October 2011
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credit spread
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Dirichlet process mixtures
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nonparametric Bayes
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treasury bond
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yield curve
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