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  1. El impacto potencial de los movimientos de portafolio de los inversionistas extranjeros sobre la tasa de cambio en Colombia
    Author: Ariza-Murillo, Sara; Gamboa-Estrada, Fredy; Orozco-Vanegas, Camilo Andrés
    Published: [2023]
    Publisher:  Banco de la Republica Colombia, Bogotá, Colombia

    Access:
    Resolving-System (kostenfrei)
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    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 468
    Inter-library loan:
    No inter-library loan
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    Source: Union catalogues
    Language: Spanish
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 20.500.12134/10746
    Series: Borradores de economía ; núm.1261 (2023)
    Subjects: Exchange rates; foreign investors; derivatives; TES; GARCH models
    Scope: 1 Online-Ressource (circa 23 Seiten), Illustrationen
  2. Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
    Author: Escobar, Marcos; Rastegari, Javad; Stentoft, Lars
    Published: mai 2023
    Publisher:  [Canadian Derivatives Institute], [Montréal]

    Access:
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    ZSS 30
    Inter-library loan:
    No inter-library loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Document de recherche / Institut Canadien des Dérivés ; DR 23, 02
    Subjects: Pricing; multi-asset options; GARCH models; Closed form solutions; Covariance dependent kernel; maximum likelihood estimation
    Scope: 1 Online-Ressource (circa 33 Seiten), Illustrationen