Simulation-based Bayesian estimation of an affine term structure model

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12 Citations (Scopus)

Original language	English
Pages (from-to)	527 - 554
Number of pages	28
Journal	Computational Statistics and Data Analysis
Volume	49
Issue number	2
DOIs	https://doi.org/10.1016/j.csda.2004.05.026
Publication status	Published - 2005

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@article{40b385ab2d6348b7b1de9c65ff5a6c54,

title = "Simulation-based Bayesian estimation of an affine term structure model",

author = "Sanford, {Andrew D} and Martin, {Gael Margaret}",

year = "2005",

doi = "10.1016/j.csda.2004.05.026",

language = "English",

volume = "49",

pages = "527 -- 554",

journal = "Computational Statistics and Data Analysis",

issn = "0167-9473",

publisher = "Elsevier BV",

number = "2",

}

TY - JOUR

T1 - Simulation-based Bayesian estimation of an affine term structure model

AU - Sanford, Andrew D

AU - Martin, Gael Margaret

PY - 2005

Y1 - 2005

U2 - 10.1016/j.csda.2004.05.026

DO - 10.1016/j.csda.2004.05.026

M3 - Article

VL - 49

SP - 527

EP - 554

JO - Computational Statistics and Data Analysis

JF - Computational Statistics and Data Analysis

SN - 0167-9473

IS - 2

ER -