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Brasilien 1 Brazil 1 Erdgasmarkt 1 Estimation 1 Estimation theory 1 GAS models 1 Interest rate 1 Natural gas market 1 Schätztheorie 1 Schätzung 1 Yield curve 1 Zins 1 Zinsstruktur 1 long-term interest rate 1 yield curves 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Ribeiro, Tiago Costa 1 Rodrigues dos Santos, Daiane 1 Sanfins, Marco Aurélio dos Santos 1
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International journal of economics and finance 1
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ECONIS (ZBW) 1
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Estimating the level of the Brazilian yield curve using the time-varying coefficient model GAS (2,2) with gamma distribution
Rodrigues dos Santos, Daiane; Ribeiro, Tiago Costa; … - In: International journal of economics and finance 11 (2019) 9, pp. 1-11
Persistent link: https://www.econbiz.de/10012107436
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