Narrow search
Showing 1 - 9 of 9
Cover Image
Estimacão não-paramétrica do risco de cauda
Almeida, Caio; Vicente, José Valentim Machado; … - 2013
Persistent link: https://www.econbiz.de/10010205908
Cover Image
Forecasting bond yields with segmented term structure models
Almeida, Caio; Simonsen, Axel; Vicente, José Valentim … - 2012
Persistent link: https://www.econbiz.de/10009573883
Cover Image
Are interest rate options important for the assessment of interest rate risk?
Almeida, Caio; Vicente, José Roberto - 2008
Persistent link: https://www.econbiz.de/10003822259
Cover Image
Identifying volatility risk premium from fixed income Asian options
Almeida, Caio (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003467488
Cover Image
Term structure movements implicit in option prices
Almeida, Caio (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003421823
Cover Image
Movimentos da estrutura a termo e critérios de minimação do erro de previsão em um modelo paramétrico exponencial
Almeida, Caio; Gomes, Romeu; Leite, André; Vicente, José - 2007
Persistent link: https://www.econbiz.de/10003566591
Cover Image
Um modelo de fatores latentes com variáveis macroeconômicas para a curva de cupom cambial
Pinheiro, Felipe (contributor); Almeida, Caio (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003566648
Cover Image
Does curvature enhance forecasting?
Almeida, Caio; Gomes, Romeu; Leite, André; Vicente, … - 2007
Persistent link: https://www.econbiz.de/10003646179
Cover Image
Forecasting bonds yields in the Brazilian fixed income market
Vicente, Jose (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003529882