Estimação da estrutura a termo da curva de juros no Brasil através de modelos paramétricos e não paramétricos
Alternative title: | Estimation of the term structure of yield curve in Brazil using parametric and non-parametric models |
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Year of publication: |
2011
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Authors: | Caldeira, João F. |
Published in: |
Análise econômica : revista da Faculdade de Ciências Econômicas, Universidade Federal do Rio Grande do Sul. - Porto Alegre : [Verlag nicht ermittelbar], ISSN 2176-5456, ZDB-ID 2639630-0. - Vol. 29.2011, p. 95-122
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Subject: | Yield curve | Sport rate | Forward rate | Parametric models | Nonparametric models |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | Portuguese |
Notes: | Zsfassung in engl. Sprache Systemvoraussetzungen: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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