Bayesian inference in a Stochastic Volatility Nelson–Siegel model

Nikolaus Hautsch, Fuyu Yang

Research output: Contribution to journalArticlepeer-review

16 Citations (Scopus)
Original languageEnglish
Pages (from-to)3774-3792
Number of pages19
JournalComputational Statistics & Data Analysis
Volume56
Issue number11
DOIs
Publication statusPublished - 2012

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