Functional data analysis for Brazilian term structure of interest rate
Year of publication: |
2022
|
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Authors: | Vaz, Lucélia Viviane ; Raad, Rodrigo Jardim |
Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 20.2022, 1, p. 82-104
|
Subject: | Functional data analysis | Functional principal component analysis | Termstructure of interest rate | Zinsstruktur | Yield curve | Brasilien | Brazil |
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