A dynamic model of expected bond returns: A functional gradient descent approach (Q1010570)
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scientific article; zbMATH DE number 5540558
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dynamic model of expected bond returns: A functional gradient descent approach |
scientific article; zbMATH DE number 5540558 |
Statements
A dynamic model of expected bond returns: A functional gradient descent approach (English)
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6 April 2009
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term structure
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bond returns
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functional gradient descent
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semi-parametric VAR-GARCH models
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