A segmented Nelson and Siegel model for the term structure of interest rates
In the present academic work we implement the Nelson and Siegel Segmented Model (2017) in order to predict the structure of interest rates. On the other hand we compare the performance of the Segmented model with the Nelson and Siegel Classic model. The present work was done with daily data Colombia...
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Formato: | Tesis de maestría (Master Thesis) |
Lenguaje: | Español (Spanish) |
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Universidad del Rosario
2019
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Acceso en línea: | http://repository.urosario.edu.co/handle/10336/19126 |