A generalization of principal component analysis for non-observable term structures in emerging markets
Caio Ibsen Rodrigues de Almeida; Antonio Marcos Duarte, JR.; Christiano Augusto Coelho Fernandes
| Year of publication: |
2003
|
|---|---|
| Authors: | Almeida, Caio ; Duarte Júnior, Antonio Marcos ; Fernandes, Christiano Augusto Coelho |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 6.2003, 8, p. 885-903
|
| Subject: | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | Schwellenländer | Emerging economies | Brasilien | Brazil |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001862220