Expectativas puras, prefer??ncia pela liquidez e modelos univariados "ARIMA" de Box & Jenkins projetam estruturas a termo de taxas de juros com efici??ncia?

Expectativas puras, prefer??ncia pela liquidez e modelos univariados "ARIMA" de Box & Jenkins projetam estruturas a termo de taxas de juros com efici??ncia?

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Bibliographic Details
Main Author: Goulart, Lucio Allan
Other Authors: Accorsi, Andr??
Format: Others
Language:Portuguese
Published: FECAP - Faculdade Escola de Com??rcio ??lvares Penteado 2015
Subjects:
Taxas de juros
An??lise de s??ries temporais
Previs??o econ??mica
Time-series analysis
Interest rates
Economic forecasting
CNPQ::CIENCIAS SOCIAIS APLICADAS::ADMINISTRACAO
Online Access:http://132.0.0.61:8080/tede/handle/tede/283

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http://132.0.0.61:8080/tede/handle/tede/283

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