Estimation of the yield curve for Costa Rica using metaheuristic optimization

 

Authors
Quirós Granados, Andrés; Trejos Zelaya, Javier
Format
Preprint
Status
publishedVersion
Description

Publication Year
2017
Language
Topic
Yield curve
Nelson-Siegel model
Svensson model
Ant colony
Genetic algorithm
Particle swarm
Simulated annealing
Fuente
Kérwá
Get full text
http://hdl.handle.net/10669/73442
Derechos
openAccess
Licencia