Add to ORKGIn this paper I discuss the modeling of the yield in discrete time. The popular Nelson-Siegel model and the Vasicek-factors model are presented in the same framework then it is simple to compare them
In order to predict the inflation of Chile, we considered multivariate time series models and contra...
This paper provides, via Monte Carlo simulations, estimates of the classical probability of overfitt...
En el presente trabajo se analiza y compara mediante un experimento Monte Carlo el comportamiento d...
In this paper I discuss the modeling of the yield in discrete time. The popular Nelson-Siegel model ...
In this paper I discuss the modeling of the yield in discrete time. The popular Nelson-Siegel model ...
The model proposed by Nelson and Siegel (1987) has been used for several researcher to fit the yield...
The model proposed by Nelson and Siegel (1987) has been used for several researcher to fit the yield...
The model proposed by Nelson and Siegel (1987) has been used for several researcher to fit the yield...
In this work we found first and second derivative from the log likelihood function of the Multivari...
Se contrasta la hipótesis de que las series de tiempo aplicadas en la simulación del comportamiento ...
In this work we found first derivatives from the log likelihood function of the Multivariate Probi...
La curva de rendimientos es una herramienta utilizada ampliamente, por quienes toman las decisiones ...
In this work we found first derivatives from the log likelihood function of the Multivariate Probi...
In this work we found first and second derivative from the log likelihood function of the Multivari...
This document tries to show how the capital asset pricing model based on the consumption theory unde...
In order to predict the inflation of Chile, we considered multivariate time series models and contra...
This paper provides, via Monte Carlo simulations, estimates of the classical probability of overfitt...
En el presente trabajo se analiza y compara mediante un experimento Monte Carlo el comportamiento d...
In this paper I discuss the modeling of the yield in discrete time. The popular Nelson-Siegel model ...
In this paper I discuss the modeling of the yield in discrete time. The popular Nelson-Siegel model ...
The model proposed by Nelson and Siegel (1987) has been used for several researcher to fit the yield...
The model proposed by Nelson and Siegel (1987) has been used for several researcher to fit the yield...
The model proposed by Nelson and Siegel (1987) has been used for several researcher to fit the yield...
In this work we found first and second derivative from the log likelihood function of the Multivari...
Se contrasta la hipótesis de que las series de tiempo aplicadas en la simulación del comportamiento ...
In this work we found first derivatives from the log likelihood function of the Multivariate Probi...
La curva de rendimientos es una herramienta utilizada ampliamente, por quienes toman las decisiones ...
In this work we found first derivatives from the log likelihood function of the Multivariate Probi...
In this work we found first and second derivative from the log likelihood function of the Multivari...
This document tries to show how the capital asset pricing model based on the consumption theory unde...
In order to predict the inflation of Chile, we considered multivariate time series models and contra...
This paper provides, via Monte Carlo simulations, estimates of the classical probability of overfitt...
En el presente trabajo se analiza y compara mediante un experimento Monte Carlo el comportamiento d...