Dynamic Estimation of an Interest Rate Structure in Colombia : Empirical Analysis Using the Kalman Filter
Year of publication: |
2014
|
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Authors: | Maldonado Castaño, Rogelio |
Other Persons: | Rueda, Natalia (contributor) ; Pantoja, Javier (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Kolumbien | Colombia | Zinsstruktur | Yield curve | Zustandsraummodell | State space model | Zins | Interest rate | Schätzung | Estimation |
Extent: | 1 Online-Ressource (8 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Economics, Finance & Administrative Science, Vol. 19, p. 70, 2014 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 3, 2014 erstellt |
Classification: | G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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