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Calibración de parámetros de los modelos de tasas de interés NS y NSS para Colombia: una nota técnica
Velásquez Giraldo, Mateo; Gutiérrez Betancur, Juan Carlos - In: Journal of Economics, Finance and Administrative Science 21 (2016) 41, pp. 73-80
Calibration of the Nelson-Siegel (NS) model to adjust to sovereign yield curves has been found to be problematic since … problems are often disregarded in the Colombian market, enough importance is not being given to the calibration process. This …
Persistent link: https://www.econbiz.de/10011859392
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Parameters calibration of the NS and NSS interest rates for Colombia : a technical note
Velásquez Giraldo, Mateo; Gutiérrez Betancur, Juan Carlos - In: Journal of economics, finance & administrative science 21 (2016) 41, pp. 73-80
Calibration of the Nelson-Siegel (NS) model to adjust to sovereign yield curves has been found to be problematic since … problems are often disregarded in the Colombian market, enough importance is not being given to the calibration process. This …
Persistent link: https://www.econbiz.de/10011875186
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Estimación de la volatilidad del tipo de cambio en México y Brasil : un enfoque con modelos Markov Switching Garch
Martínez, Rolando Caballero; Claure, Benigno Caballero - In: Revista latinoamericana de desarrollo económico 25 (2016), pp. 127-170
Persistent link: https://www.econbiz.de/10011584362
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Volatilidad del tipo de cambio : un análisis de heterocedasticidad condicional autorregresiva, Perú 2000-2014
Bustamante, Rafael - In: Revista de economía San Marcos 1 (2014) 2, pp. 150-166
Persistent link: https://www.econbiz.de/10011648657