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Estimación de la estructura temporal de los tipos de interés en España : elección entre métodos alternativos
Núñez Ramos, Soledad - 1995
Persistent link: https://www.econbiz.de/10000913855
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Algunos resultados sobre memoria de largo plazo en series bursátiles
Olmeda, Ignacio - In: Moneda y crédito : revista de economía (1998), pp. 145-203
Persistent link: https://www.econbiz.de/10001427830
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Longevity studies based on kernel hazard estimation
Felipe, Angie; Guillén, Montserrat; Nielsen, Jens Perch - 2000
Persistent link: https://www.econbiz.de/10001493540
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Cointegration with structural changes and classical model of inflation in Spain, 1830-1998
Congregado, Emilio; Esteve García, Vicente - In: Structural change and economic dynamics : SC+ED 60 (2022), pp. 376-388
Persistent link: https://www.econbiz.de/10013392148
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Modelos para series temporales heterocedásticas
Ruiz, Esther - In: Información comercial española / Cuadernos económicos (1994), pp. 73-108
Persistent link: https://www.econbiz.de/10001339984
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Benchmarking collateral of triple-a rated securities
Sarmiento, Camilo - In: Applied economics letters 27 (2020) 7, pp. 555-558
Persistent link: https://www.econbiz.de/10012205727
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Estimating LGD with Stochastic Collateral
Frontczak, Robert - 2014
underlying uncertainty and so choose a tailor-made modeling for the collateral. The choice of an exponential Ornstein …-Uhlenbeck diffusion as the stochastic process of the collateral combines the desirable features with the charm of analytical solvability …
Persistent link: https://www.econbiz.de/10013060570
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Estimating initial margins : the COVID-19 market stress as an application
Boom, Bernard van den; Hofman, Robert; Jansen, Kristy A. E. - 2021
Persistent link: https://www.econbiz.de/10013164913
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Approximating risk premium on a parametric arbitrage-free term structure model
Almeida, Caio; Ardison, Kym; Kubudi, Daniela - In: Brazilian review of econometrics : BRE ; the review of … 34 (2014) 2, pp. 203-246
Persistent link: https://www.econbiz.de/10011538792
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The effect of nonzero autocorrelation coefficients on the distributions of Durbin-Watson test estimator : three autoregressive models
Lee, Mei-Yu - In: Expert journal of economics 2 (2014) 3, pp. 85-99
This paper investigates the effect of the nonzero autocorrelation coefficients on the sampling distributions of the Durbin-Watson test estimator in three time-series models that have different variance-covariance matrix assumption, separately. We show that the expected values and variances of...
Persistent link: https://www.econbiz.de/10012061995