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MARCIO EDUARDO MATTA DE ANDRADE PRADO
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Brazil
AN EMPIRICAL ANALYSIS OF THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES: USING THE KALMAN FILTER ALGORITHM TO ESTIMATE THE VASICEK AND COX, INGERSOLL AND ROSS MODELS
by
MARCIO
EDUARDO
MATTA
DE
ANDRADE
PRADO
Published 2004
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