Title of article :
Simulation-based Bayesian estimation of an affine term structure model
Author/Authors :
Andrew D. Sanford، نويسنده , , Gael M. Martin، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
Data augmentation , Markov chain Monte Carlo , Interest rate models , Bayesian analysis
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
