Estimating the Term Structure With a Semiparametric Bayesian Hierarchical Model: An Application to Corporate Bonds

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

Journal of the American Statistical Association, 2011, vol. 106, issue 494, 387-395

Date: 2011
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://pubs.amstat.org/doi/abs/10.1198/jasa.2011.ap09764 full text (application/pdf)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bes:jnlasa:v:106:i:494:y:2011:p:387-395

Ordering information: This journal article can be ordered from
http://www.amstat.org/publications/index.html

Access Statistics for this article

Journal of the American Statistical Association is currently edited by Leonard A. Stefanski

More articles in Journal of the American Statistical Association from American Statistical Association
Bibliographic data for series maintained by Christopher F. Baum ().