Previsão da estrutura a termo de taxa de juros aplicando o Filtro de Kalman ao modelo Vasicek: o caso brasileiro

Submitted by marcelo hiroki (mhiroki@gmail.com) on 2014-09-03T02:41:10Z No. of bitstreams: 1 dissertacao_Marcelo_Hiroki_Final.pdf: 1600897 bytes, checksum: 3084ffc43e26c1311352b13d330264bf (MD5) === Approved for entry into archive by JOANA MARTORINI (joana.martorini@fgv.br) on 2014-09-03T12:07:14Z...

Full description

Bibliographic Details
Main Author: Hiroki, Marcelo
Other Authors: Cintra, Roberto Barbosa
Language:Portuguese
Published: 2014
Subjects:
Online Access:http://hdl.handle.net/10438/11993