[en] AN EMPIRICAL ANALYSIS OF THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES: USING THE KALMAN FILTER ALGORITHM TO ESTIMATE THE VASICEK AND COX, INGERSOLL AND ROSS MODELS

[pt] UMA 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

dc.creatorMARCIO EDUARDO MATTA DE ANDRADE PRADO
dc.date.accessioned2022-09-21T21:44:09Z
dc.date.accessioned2023-03-13T19:19:17Z
dc.date.available2022-09-21T21:44:09Z
dc.date.available2023-03-13T19:19:17Z
dc.date.created2022-09-21T21:44:09Z
dc.identifierhttps://hdl.handle.net/20.500.12032/42938
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/6151870
dc.publisherMAXWELL
dc.subject[pt] FILTRO DE KALMAN
dc.subject[pt] TAXA DE JUROS
dc.subject[pt] ESTRUTURA A TERMO
dc.subject[en] KALMAN FILTER
dc.subject[en] INTEREST RATES
dc.subject[en] TERM STRUCTURE
dc.title[en] AN EMPIRICAL ANALYSIS OF THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES: USING THE KALMAN FILTER ALGORITHM TO ESTIMATE THE VASICEK AND COX, INGERSOLL AND ROSS MODELS
dc.title[pt] UMA 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
dc.typeTEXTO


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