Functional data analysis for Brazilian term structure of interest rate
Lucélia Viviane Vaz, Rodrigo Jardim Raad
| Year of publication: |
2022
|
|---|---|
| Authors: | Vaz, Lucélia Viviane ; Raad, Rodrigo Jardim |
| Subject: | Functional data analysis | Functional principal component analysis | Termstructure of interest rate | Zinsstruktur | Yield curve | Brasilien | Brazil | Theorie | Theory | Hauptkomponentenanalyse | Principal component analysis | Zins | Interest rate |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12660/rbfin.v20n1.2022.81401 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013257699