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Home > New Perspectives and Challenges in Econophysics and Sociophysics > Modeling Nelson–Siegel Yield Curve Using Bayesian Approach
New Perspectives and Challenges in Econophysics and Sociophysics |
Frédéric Abergel; Bikas K. Chakrabarti; Anirban Chakraborti; Nivedita Deo; Kiran Sharma
Springer International Publishing
New Perspectives and Challenges in Econophysics and Sociophysics
Modeling Nelson–Siegel Yield Curve Using Bayesian Approach
Authors

Sourish Das

ARI Id

1665177226131_5172687

Access

Not Available Free

Pages

169-189

DOI

10.1007/978-3-030-11364-3_12

Chapter URL

https://rd.springer.com/chapter/10.1007/978-3-030-11364-3_12

Table of Contents of Book
Showing 1 to 20 of 23 entries
Chapters/HeadingsAuthor(s)PagesInfo
Front Matter
i-x
Front Matter
1-1
Strategic Behaviour and Indicative Price Diffusion in Paris Stock Exchange Auctions
Damien Challet
3-12
Complex Market Dynamics in the Light of Random Matrix Theory
Hirdesh K. Pharasi; Kiran Sharma; Anirban Chakraborti; Thomas H. Seligman
13-34
A Few Simulation Results of Basic Models of Limit Order Books
Ioane Muni Toke
35-48
Optimizing Execution Cost Using Stochastic Control
Akshay Bansal; Diganta Mukherjee
49-59
Hierarchical Financial Structures with Money Cascade
Mahendra K. Verma
61-69
Effect of Tobin Tax on Trading Decisions in an Experimental Minority Game
Dipyaman Sanyal
71-79
Migration Network of the European Union: Quantifying the Effects of Linguistic Frictions
Aparna Sengupta; Anindya S. Chakrabarti
81-100
Interdependence, Vulnerability and Contagion in Financial and Economic Networks
Irena Vodenska; Alexander P. Becker
101-116
Multi-layered Network Structure: Relationship Between Financial and Macroeconomic Dynamics
Kiran Sharma; Anindya S. Chakrabarti; Anirban Chakraborti
117-131
Evolution and Dynamics of the Currency Network
Pradeep Bhadola; Nivedita Deo
133-145
Some Statistical Problems with High Dimensional Financial data
Arnab Chakrabarti; Rituparna Sen
147-167
Modeling Nelson–Siegel Yield Curve Using Bayesian Approach
Sourish Das
169-189
Pareto Efficiency, Inequality and Distribution Neutral Fiscal Policy—An Overview
Sugata Marjit; Anjan Mukherji; Sandip Sarkar
191-202
Tracking Efficiency of the Indian Iron and Steel Industry
Aparna Sawhney; Piyali Majumder
203-209
Front Matter
211-211
Social Integration in a Diverse Society: Social Complexity Models of the Link Between Segregation and Opinion Polarization
Andreas Flache
213-228
Competitive Novel Dual Rumour Diffusion Model
Utkarsh Niranjan; Anurag Singh; Ramesh Kumar Agrawal
229-240
Dynamical Evolution of Anti-social Phenomena: A Data Science Approach
Syed Shariq Husain; Kiran Sharma
241-255
Chapters/HeadingsAuthor(s)PagesInfo
Showing 1 to 20 of 23 entries
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