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

Author： Cruz-Marcelo Alejandro   Ensor Katherine B.   Rosner Gary L.  

Publisher： Taylor & Francis Ltd

ISSN： 0162-1459

Source： Journal of the American Statistical Association, Vol.106, Iss.494, 2011-06, pp. : 387-395

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