Efficient interest rate curve estimation and forecasting in Brazil

Detalhes bibliográficos
Autor(a) principal: Caldeira, João Frois
Data de Publicação: 2009
Outros Autores: Moura, Guilherme Valle, Portugal, Marcelo Savino
Tipo de documento: Artigo de conferência
Idioma: eng
Título da fonte: Repositório Institucional da UFRGS
Texto Completo: http://hdl.handle.net/10183/30427
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spelling Caldeira, João FroisMoura, Guilherme VallePortugal, Marcelo Savino2011-07-29T06:00:58Z2009http://hdl.handle.net/10183/30427000732581application/pdfengEncontro Nacional de Economia (37. : 2009 dez. 08-11 : Foz do Iguaçu, PR). [Anais. .] Foz do Iguaçu : ANPEC, 2009. 1 CD-ROM.Taxa de jurosMercado financeiroFiltro de KalmanBrasilTerm structureInterest rateYield curveState-space modelKalman filterEfficient interest rate curve estimation and forecasting in Brazilinfo:eu-repo/semantics/conferenceObjectinfo:eu-repo/semantics/otherinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/openAccessreponame:Repositório Institucional da UFRGSinstname:Universidade Federal do Rio Grande do Sul (UFRGS)instacron:UFRGSORIGINAL000732581.pdf000732581.pdfTexto completo (inglês)application/pdf1260549http://www.lume.ufrgs.br/bitstream/10183/30427/1/000732581.pdf2fb1a3eb115da8c83ee323063e012a4dMD51TEXT000732581.pdf.txt000732581.pdf.txtExtracted Texttext/plain47318http://www.lume.ufrgs.br/bitstream/10183/30427/2/000732581.pdf.txt3d11b209b9ed760b37e5bf8afe76d59bMD52THUMBNAIL000732581.pdf.jpg000732581.pdf.jpgGenerated Thumbnailimage/jpeg1754http://www.lume.ufrgs.br/bitstream/10183/30427/3/000732581.pdf.jpg826468b401a29b19b5108e7b8369c06cMD5310183/304272021-05-07 05:08:14.34489oai:www.lume.ufrgs.br:10183/30427Repositório de PublicaçõesPUBhttps://lume.ufrgs.br/oai/requestopendoar:2021-05-07T08:08:14Repositório Institucional da UFRGS - Universidade Federal do Rio Grande do Sul (UFRGS)false
dc.title.pt_BR.fl_str_mv Efficient interest rate curve estimation and forecasting in Brazil
title Efficient interest rate curve estimation and forecasting in Brazil
spellingShingle Efficient interest rate curve estimation and forecasting in Brazil
Caldeira, João Frois
Taxa de juros
Mercado financeiro
Filtro de Kalman
Brasil
Term structure
Interest rate
Yield curve
State-space model
Kalman filter
title_short Efficient interest rate curve estimation and forecasting in Brazil
title_full Efficient interest rate curve estimation and forecasting in Brazil
title_fullStr Efficient interest rate curve estimation and forecasting in Brazil
title_full_unstemmed Efficient interest rate curve estimation and forecasting in Brazil
title_sort Efficient interest rate curve estimation and forecasting in Brazil
author Caldeira, João Frois
author_facet Caldeira, João Frois
Moura, Guilherme Valle
Portugal, Marcelo Savino
author_role author
author2 Moura, Guilherme Valle
Portugal, Marcelo Savino
author2_role author
author
dc.contributor.author.fl_str_mv Caldeira, João Frois
Moura, Guilherme Valle
Portugal, Marcelo Savino
dc.subject.por.fl_str_mv Taxa de juros
Mercado financeiro
Filtro de Kalman
Brasil
topic Taxa de juros
Mercado financeiro
Filtro de Kalman
Brasil
Term structure
Interest rate
Yield curve
State-space model
Kalman filter
dc.subject.eng.fl_str_mv Term structure
Interest rate
Yield curve
State-space model
Kalman filter
publishDate 2009
dc.date.issued.fl_str_mv 2009
dc.date.accessioned.fl_str_mv 2011-07-29T06:00:58Z
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dc.language.iso.fl_str_mv eng
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dc.relation.ispartof.pt_BR.fl_str_mv Encontro Nacional de Economia (37. : 2009 dez. 08-11 : Foz do Iguaçu, PR). [Anais. .] Foz do Iguaçu : ANPEC, 2009. 1 CD-ROM.
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