Modelización De La Volatilidad Del Tipo De Interés A Corto Plazo
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References listed on IDEAS
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More about this item
KeywordsTipo de interés a corto plazo; Heteroscedasticidad condicional; Modelos GARCH; Modelos unifactoriales; Estructura temporal de los tipos de interés. Short term interest rate; Conditional heteroskedasticity; GARCH models; unifactorial models; Term structure of interest rates.;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
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