Bayesian Versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions

Manfred Frühwirth (), Paul Schneider () and Leopold Sögner ()
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Manfred Frühwirth: Harvard University
Paul Schneider: Vienna University of Economics and Business Administration
Leopold Sögner: Vienna University of Technology

A chapter in Operations Research Proceedings 2005, 2006, pp 507-512 from Springer

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:oprchp:978-3-540-32539-0_80

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DOI: 10.1007/3-540-32539-5_80

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