Estimating the term structure with a semiparametric bayesian hierarchical model: An application to corporate bonds

Alejandro Cruz-Marcelo, Katherine B. Ensor, Gary L. Rosner

Research output: Contribution to journalArticlepeer-review

Fingerprint Dive into the research topics of 'Estimating the term structure with a semiparametric bayesian hierarchical model: An application to corporate bonds'. Together they form a unique fingerprint.

Business & Economics

Mathematics