Open AccessUMA ANÁLISE EMPÍRICA PARA A ESTRUTURA A TERMO DA TAXA DE JUROS BRASILEIRA: USANDO O ALGORITMO DO FILTRO DE KALMAN PARA ESTIMAR OS MODELOS DE VASICEK E COX, INGERSOLL E ROSS
Author(s) -
MARCIO EDUARDO MATTA DE ANDRADE PRADO
Publication year - 2004
Language(s) - Portuguese
Resource type - Dissertations/theses
DOI - 10.17771/pucrio.acad.5570
Subject(s) - vasicek model , kalman filter , mathematics , statistics , economics , interest rate , monetary economics
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