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

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Operations Research Proceedings 2005

Part of the book series: Operations Research Proceedings ((ORP,volume 2005))

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References

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Author information

Authors and Affiliations

  1. Weatherhead Center for International Affairs, Harvard University, 1737 Cambridge Street, Cambridge, MA, 02138

    Manfred Frühwirth

  2. Department of Corporate Finance, Vienna University of Economics and Business Administration, Nordbergstraße 15, A-1090, Vienna

    Manfred Frühwirth & Paul Schneider

  3. Department of Management Science, Vienna University of Technology, Theresianumgasse 27, A-1040, Vienna

    Leopold Sögner

Authors
  1. Manfred Frühwirth
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  2. Paul Schneider
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  3. Leopold Sögner
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Editor information

Editors and Affiliations

  1. Institute of Shipping Economics and Logistics Dept. Logistics Systems, University of Bremen, Universitätsallee GW1 Block A, 28359, Bremen, Germany

    Hans-Dietrich Haasis

  2. Faculty of Business Studies and Economics Chair of Logistics, University of Bremen, PO Box 33 04 40, 28334, Bremen, Germany

    Herbert Kopfer  & Jörn Schönberger  & 

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© 2006 Springer-Verlag Berlin Heidelberg

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Frühwirth, M., Schneider, P., Sögner, L. (2006). Bayesian Versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions. In: Haasis, HD., Kopfer, H., Schönberger, J. (eds) Operations Research Proceedings 2005. Operations Research Proceedings, vol 2005. Springer, Berlin, Heidelberg . https://doi.org/10.1007/3-540-32539-5_80

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