A Bayesian approach to term structure modeling using heavy-tailed distributions
Article first published online: 1 SEP 2011
Copyright © 2011 John Wiley & Sons, Ltd.
Applied Stochastic Models in Business and Industry
Volume 28, Issue 5, pages 430–447, September/October 2012
How to Cite
Abanto-Valle, C. A., Lachos, V. H. and Ghosh, P. (2012), A Bayesian approach to term structure modeling using heavy-tailed distributions. Appl. Stochastic Models Bus. Ind., 28: 430–447. doi: 10.1002/asmb.920
- Issue published online: 12 OCT 2012
- Article first published online: 1 SEP 2011
- Manuscript Accepted: 1 JUL 2011
- Manuscript Revised: 19 APR 2011
- Manuscript Received: 9 JUL 2010
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