Stochastic volatility models in finance: measurement of financial stress in Ecuador
- Authors
- Bautista Vega, Henry Fabian
- Format
- BachelorThesis
- Status
- publishedVersion
- Description
- Publication Year
- 2021
- Language
- eng
- Topic
- Sistemas dinámicos
Filtro de Kalman
Modelos de espacio estado
Muestreador de Gibbs
Modelo ARIMA
Modelo producto interno bruto
Dynamic system
Kalman filter
State space model
Gibbs sampler
Monte Carlo samples
ARIMA model
Gross domestic product model
- Repository
- Repositorio Universidad Yachay Tech
- Rights
- openAccess
- License