Browsing by Author "Brocco, Marcelo Bertini"
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Análise estatística do modelo de Nelson e Siegel
Brocco, Marcelo Bertini (Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Estatística - PPGEs, , 21/03/2013)The present paper studies the yield curve, an important tool for financial decisions, due to its fundamental role in the implementation and evaluation of monetary policies by the central banks. It also shows market ...