Bayesian inference in a stochastic volatility Nelson-Siegel model

DOI10.1016/j.csda.2010.07.003zbMath1255.62064OpenAlexW2034310972MaRDI QIDQ1927156

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Publication date: 30 December 2012

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.07.003

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