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A note on the relation between principal components and dynamic factors in affine term structure models
Almeida, Caio - In: Brazilian review of econometrics : the review of the … 25 (2005) 1, pp. 89-114
Persistent link: https://www.econbiz.de/10003120440
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Pricing and modeling credit derivatives
Akat, Muzaffer; Almeida, Caio; Papanicolaou, George - In: Brazilian review of econometrics : the review of the … 27 (2007) 1, pp. 107-129
Persistent link: https://www.econbiz.de/10003591179
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Extracting default probabilities from sovereign bonds
Meres, Bernardo; Almeida, Caio - In: Brazilian review of econometrics : the review of the … 28 (2008) 1, pp. 77-94
Persistent link: https://www.econbiz.de/10009627816
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A note on the relation between principal components and dynamic factors in affine term structure models
Almeida, Caio Ibsen Rodrigues de - In: Brazilian review of econometrics : the review of the … 25 (2005) 1, pp. 89-114
Persistent link: https://www.econbiz.de/10009078658
Cover Image
Extracting default probabilities from sovereign bonds
Meres, Bernardo; Almeida, Caio - In: Brazilian review of econometrics : the review of the … 28 (2008) 1, pp. 77-94
Persistent link: https://www.econbiz.de/10010077039
Cover Image
Pricing and modeling credit derivatives
Akat, Muzaffer; Almeida, Caio; Papanicolaou, George - In: Brazilian review of econometrics : the review of the … 27 (2007) 1, pp. 107-129
Persistent link: https://www.econbiz.de/10009068996