Stochastic volatility models in finance: measurement of financial stress in Ecuador
This work develops a framework for the analysis of state-space models combined with Kalman, Kalman smoothed, Gibbs and particle filters for the estimation of unknown states, and parameters, determining the accuracy of the algorithms, to analyze some time series of the macroeconomy of Ecuador. This m...
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| Format: | bachelorThesis |
| Idioma: | eng |
| Publicat: |
2021
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| Matèries: | |
| Accés en línia: | http://repositorio.yachaytech.edu.ec/handle/123456789/435 |
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