Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU
Alternative title: | The Dynamic Nelson-Siegel model: empirical results for Chile and US |
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Year of publication: |
2010-06-23
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Authors: | Alfaro, Rodrigo ; Becerra, Juan Sebastian ; Sagner, Andres |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Nelson-Siegel | Yield Curve | ARIMA |
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