Prediction of individual bond prices via a dynamic bond pricing model: application to Japanese Government bond price data
type: Item
instance of: scholarly article
title: Prediction of individual bond prices via a dynamic bond pricing model: application to Japanese Government bond price data
zbMATH Open document ID: 1079.91522
author: Hiroshi Tsuda
published in: Asia-Pacific Financial Markets
publication date: 2005-01-17T00:00:00Z
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 2128594
zbMATH Keywords: Bayesian state space representation
zbMATH Keywords: dynamic bond pricing model
zbMATH Keywords: Kalman filter
zbMATH Keywords: random cash-flow discount function
MaRDI profile type: Publication
full work available at URL: b:fejm.0000039875.28149.6d
OpenAlex ID: W1980457503
DOI: 10.1023/B:FEJM.0000039875.28149.6D
description: scientific article; zbMATH DE number 2128594