What drives short rate dynamics? A functional gradient descent approach (Q429537)
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scientific article; zbMATH DE number 6048099
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | What drives short rate dynamics? A functional gradient descent approach |
scientific article; zbMATH DE number 6048099 |
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What drives short rate dynamics? A functional gradient descent approach (English)
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19 June 2012
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functional gradient descent
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short rate process
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macroeconomic variables
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time-varying drift and volatility dynamics
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0.8244535
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0.81240714
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0.7967694
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0.7967149
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0.7960453
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0.79250735
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0.79096806
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