Continuous Time Models of Interest Rate: Testing Peso-Dollar Exchange Rate
As an extension of the article by Núñez, De la Cruz and Ortega (2007), different parametric models with jumps are tested with the methodology developed by Ait-Sahalia and Peng (2006), based on the transition function. Data analyzed are the peso-dollar exchange rate. The idea is to implement continuo...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad Autónoma Metropolitana
2011-06-01
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| Series: | Economía Teoría y Práctica |
| Subjects: | |
| Online Access: | http://www.scielo.org.mx/scielo.php?script=sci_arttext&pid=S0188-33802011000100003 |