Search Results for: Affine Term Structure Models With Macroeconomic Factors Using Sequential Regression Estimation

Affine Term Structure Models with Macroeconomic Factors Using Sequential Regression Estimation

Affine Term Structure Models with Macroeconomic Factors Using Sequential Regression Estimation
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Total Pages : 94
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ISBN-10 : OCLC:900758887
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Rating : 4/5 (87 Downloads)
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Book Synopsis Affine Term Structure Models with Macroeconomic Factors Using Sequential Regression Estimation by : Casper Venning Pedersen

Download or read book Affine Term Structure Models with Macroeconomic Factors Using Sequential Regression Estimation written by Casper Venning Pedersen and published by . This book was released on 2013 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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Affine Term Structure Models with Macroeconomic Factors Using Sequential Regression Estimation
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In my dissertation, I focus on theoretical affine term structure models and the development of Bayesian econometric methods to estimate them.In the first Chapte
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