Modelos de Tasas de Interés en Chile: Una Revisión
This work reviews the Level Model of the Interest Rates in Chile. In addi-tion to the traditional Level Models by Chan, Karoly, Longstaff and Sanders (1992) in the USA, and Parisi (1998) in Chile, by the Maximum Likelihood method, we allow the conditional
Volume (Year): 36 (1999)
Issue (Month): 108 ()
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