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Article: The use of Bayes factors to compare interest rate term structure models

TitleThe use of Bayes factors to compare interest rate term structure models
Authors
Hsu, PGiaccotto, CHughen, W
KeywordsBayesian analysis
Bond yields
Monte Carlo methods
Term structure
Issue Date2013
Citation
Quantitative Finance, 2013, v. 13, p. 369-381 How to Cite?
DOI: http://dx.doi.org/10.1080/14697688.2011.593541
Persistent Identifierhttp://hdl.handle.net/10722/189517
ISSN
1469-7688
2021 Impact Factor: 1.986
2020 SCImago Journal Rankings: 0.771
SSRN
2506306
ISI Accession Number ID
WOS:000315794300004

 

DC FieldValueLanguage
dc.contributor.authorHsu, Pen_US
dc.contributor.authorGiaccotto, Cen_US
dc.contributor.authorHughen, Wen_US
dc.date.accessioned2013-09-17T14:44:29Z-
dc.date.available2013-09-17T14:44:29Z-
dc.date.issued2013en_US
dc.identifier.citationQuantitative Finance, 2013, v. 13, p. 369-381en_US
dc.identifier.issn1469-7688-
dc.identifier.urihttp://hdl.handle.net/10722/189517-
dc.languageengen_US
dc.relation.ispartofQuantitative Financeen_US
dc.subjectBayesian analysis-
dc.subjectBond yields-
dc.subjectMonte Carlo methods-
dc.subjectTerm structure-
dc.titleThe use of Bayes factors to compare interest rate term structure modelsen_US
dc.typeArticleen_US
dc.identifier.emailHsu, P: paulhsu@hku.hken_US
dc.identifier.authorityHsu, P=rp01553en_US
dc.identifier.doi10.1080/14697688.2011.593541-
dc.identifier.scopuseid_2-s2.0-84875356687-
dc.identifier.hkuros222978en_US
dc.identifier.volume13en_US
dc.identifier.spage369en_US
dc.identifier.epage381en_US
dc.identifier.eissn1469-7696-
dc.identifier.isiWOS:000315794300004-
dc.identifier.ssrn2506306-
dc.identifier.issnl1469-7688-

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