Caldeira, João Frois 

Moura, Guilherme Valle 

Portugal, Marcelo Savino 

Complete work published in event

Brasil

Filtro de Kalman

Mercado financeiro

Taxa de juros

[en] Interest rate

[en] Kalman filter

[en] State-space model

[en] Term structure

[en] Yield curve

Encontro Nacional de Economia (37. : 2009 dez. 08-11 : Foz do Iguaçu, PR). [Anais. .] Foz do Iguaçu : ANPEC, 2009. 1 CD-ROM.

National