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~institution:"Instituto Valenciano de Investigaciones Económicas (IVIE)"
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Conditional heteroskedasticity
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Estructura temporal de los tipos de interés. Short term interest rate
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GARCH models
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Heteroscedasticidad condicional
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Modelos GARCH
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Modelos unifactoriales
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Term structure of interest rates
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Tipo de interés a corto plazo
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León, Ángel
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Nave, Juan
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Instituto Valenciano de Investigaciones Económicas (IVIE)
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften
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Bank for International Settlements (BIS)
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Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
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Federal Reserve Bank of New York
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Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
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International Monetary Fund (IMF)
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School of Economics and Management, University of Aarhus
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School of Economics and Political Science, Universität St. Gallen
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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UNIVERSIDAD EAFIT
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University of Western Ontario, Department of Economics
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MODELIZACIÓN DE LA VOLATILIDAD DEL TIPO DE INTERÉS A CORTO PLAZO
León, Ángel
;
Nave, Juan
-
Instituto Valenciano de Investigaciones Económicas (IVIE)
-
2002
This paper focuses on modelling the
short-term
interest
rate
. We estimate and compare different conditional …
Persistent link: https://www.econbiz.de/10005731155
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