A Bayesian approach to term structure modeling using heavy‐tailed distributions
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Publication:5414514
DOI10.1002/ASMB.920zbMath1306.62215OpenAlexW2132267829MaRDI QIDQ5414514
Carlos A. Abanto-Valle, Victor Hugo Lachos, Pulak Ghosh
Publication date: 6 May 2014
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.920
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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Cites Work
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