Global Yield Factors in a Hierarchical Stochastic Volatility Dynamic Nelson-Siegel Approach

Additional Metadata
Keywords	Global Factors; Dynamic Nelson-Siegel; Stochastic Volatility; Bayesian Econo- metrics; Time-Varying Parameters
Thesis Advisor	Wel, M van der
Persistent URL	hdl.handle.net/2105/72881
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Omloo, T.P.J. (2024, August 29). Global Yield Factors in a Hierarchical Stochastic Volatility Dynamic Nelson-Siegel Approach. Econometrie. Retrieved from http://hdl.handle.net/2105/72881

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