• Análise estatística do modelo de Nelson e Siegel 

      Brocco, Marcelo Bertini (Universidade Federal de São CarlosBRUFSCarPrograma de Pós-graduação em Estatística, 2013-03-21)
      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 ...