Arbitrage in the term structure of interest rates: a Bayesian approach (2014)
- Authors:
- Autor USP: LAURINI, MARCIO POLETTI - FEARP
- Unidade: FEARP
- Subjects: TAXA DE JUROS; BOLSA DE VALORES; INFERÊNCIA BAYESIANA; EMPRESAS; ARBITRAGEM
- Language: Inglês
- Imprenta:
- Source:
- Título: International Econometric Review
- ISSN: 1308-8793
- Volume/Número/Paginação/Ano: v. 6, n. 2, p. 77-99, 2014
-
ABNT
LAURINI, Marcio Poletti e WESTIN NETO, Armênio Dias. Arbitrage in the term structure of interest rates: a Bayesian approach. International Econometric Review, v. 6, n. 2, p. 77-99, 2014Tradução . . Disponível em: http://www.era.org.tr/makaleler/10010094.pdf. Acesso em: 16 nov. 2024. -
APA
Laurini, M. P., & Westin Neto, A. D. (2014). Arbitrage in the term structure of interest rates: a Bayesian approach. International Econometric Review, 6( 2), 77-99. Recuperado de http://www.era.org.tr/makaleler/10010094.pdf -
NLM
Laurini MP, Westin Neto AD. Arbitrage in the term structure of interest rates: a Bayesian approach [Internet]. International Econometric Review. 2014 ; 6( 2): 77-99.[citado 2024 nov. 16 ] Available from: http://www.era.org.tr/makaleler/10010094.pdf -
Vancouver
Laurini MP, Westin Neto AD. Arbitrage in the term structure of interest rates: a Bayesian approach [Internet]. International Econometric Review. 2014 ; 6( 2): 77-99.[citado 2024 nov. 16 ] Available from: http://www.era.org.tr/makaleler/10010094.pdf - Data cloning: maximum likelihood estimation of DSGE models
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