Avaliação da curva de juros empregando extensões do modelo de Diebold e & Li com três fatores
Alberto Ronchi Neto, Osvaldo Candido
| Alternative title: | Evaluating interest rate term-structure using extensions of the Diebold and Li three factors model |
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| Year of publication: |
April 2015
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| Authors: | Neto, Alberto Ronchi ; Candido, Osvaldo |
| Subject: | Term-structure of interest rates | multi-factor models |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | Portuguese |
| Notes: | Zusammenfassung in englischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011585595