Forecasting the term structure of interest rates using integrated nested laplace approximations (2014)
- Authors:
- Autor USP: LAURINI, MARCIO POLETTI - FEARP
- Unidade: FEARP
- DOI: 10.1002/for.2288
- Subjects: FUNÇÕES DE LAPLACE; INFERÊNCIA BAYESIANA; TESOURO NACIONAL; TAXA DE JUROS; MERCADO FINANCEIRO; MODELOS MATEMÁTICOS
- Language: Inglês
- Imprenta:
- Publisher place: West Sussex
- Date published: 2014
- Source:
- Título do periódico: Journal of Forecasting
- ISSN: 0277-6693
- Volume/Número/Paginação/Ano: v. 33, p. 214-230, 2014
- Este periódico é de assinatura
- Este artigo NÃO é de acesso aberto
- Cor do Acesso Aberto: closed
-
ABNT
LAURINI, Marcio Poletti e HOTTA, Luiz Koodi. Forecasting the term structure of interest rates using integrated nested laplace approximations. Journal of Forecasting, v. 33, p. 214-230, 2014Tradução . . Disponível em: https://doi.org/10.1002/for.2288. Acesso em: 23 abr. 2024. -
APA
Laurini, M. P., & Hotta, L. K. (2014). Forecasting the term structure of interest rates using integrated nested laplace approximations. Journal of Forecasting, 33, 214-230. doi:10.1002/for.2288 -
NLM
Laurini MP, Hotta LK. Forecasting the term structure of interest rates using integrated nested laplace approximations [Internet]. Journal of Forecasting. 2014 ; 33 214-230.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1002/for.2288 -
Vancouver
Laurini MP, Hotta LK. Forecasting the term structure of interest rates using integrated nested laplace approximations [Internet]. Journal of Forecasting. 2014 ; 33 214-230.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1002/for.2288 - Data cloning: maximum likelihood estimation of DSGE models
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Informações sobre o DOI: 10.1002/for.2288 (Fonte: oaDOI API)
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