Bayesian Versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions - researchr publication authors

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Manfred Frühwirth, Paul Schneider, Leopold Sögner. Bayesian Versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions. In Hans-Dietrich Haasis, Herbert Kopfer, Jörn Schönberger, editors, Operations Research Proceedings 2005, Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7-9, 2005. pages 507-512, 2005. [doi]

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