EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Modelos factoriales dinámicos"
Narrow search

Narrow search

Year of publication
Subject
All
Modelos factoriales dinámicos 2 Contagio 1 Contagion 1 Credit Default Swaps soberanos 1 Credit risk 1 Crisis bancarias 1 Dynamic factor models 1 Finanzas internacionales 1 Kalrnan filter 1 Modelos de series temporales 1 Riesgo de crédito 1 Sovereign Credit Default Swaps 1 filtro de Kalman 1 software 1 software D ynamic Factor models 1
more ... less ...
Online availability
All
Free 2
Type of publication
All
Book / Working Paper 1 Other 1
Language
All
English 1 Undetermined 1
Author
All
Broto Pelegrín, Carmen 1 Gisbert, Francisco José Goerlich 1 Pérez Quirós, Gabriel 1
Institution
All
Instituto Valenciano de Investigaciones Económicas (IVIE) 1
Published in...
All
Working Papers. Serie EC 1
Source
All
BASE 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
Disentangling contagion among sovereign CDS spreads during the European debt crisis
Broto Pelegrín, Carmen; Pérez Quirós, Gabriel - 2013
Incluye referencias bibliográficas ; Durante la última crisis, la relevancia de las primas de los Credit Default Swaps (en adelante, CDS) de las economías desarrolladas como herramienta para aproximar el riesgo de crédito ha ido en aumento. En este artículo se utiliza un modelo factorial...
Persistent link: https://www.econbiz.de/10012530423
Saved in:
Cover Image
Dynamic Factor Analytical Model Estimation Using Dynfac: A Guide for Users
Gisbert, Francisco José Goerlich - Instituto Valenciano de Investigaciones Económicas (IVIE) - 1997
This is a user's guide for the DYNFAC package. A program written in GAUSS toestimate, by maximum likelihood in the time domain, DYNamic FACtor analytic modelswith one common factor (single-index models), by means of the Kalman filter.The underlying theory and methods are briefly explained. Esta...
Persistent link: https://www.econbiz.de/10005004518
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...