A Dynamic Style Analysis of Exchange Rate Funds: the Case of Brazil at the 2002 Election

Título:

A Dynamic Style Analysis of Exchange Rate Funds: the Case of Brazil at the 2002 Election

Autor:

Luciano Vereda Oliveira

Ano:

2011

Revista:

Advances and Applications in Statistical Sciences

ISSN:

09746811

Tags:

Dynamic Style Analysis

linear restriction

nonlinear process

restricted Kalman filtering

state space model

Idioma:

Inglês

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