Accurate short-term yield curve forecasting using functional gradient descent

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Bibliographische Detailangaben
Veröffentlicht in:Journal of financial econometrics
1. Verfasser: Audrino, Francesco (VerfasserIn)
Weitere Verfasser: Trojani, Fabio (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2007
Schlagworte:
Zinsstruktur > Prognoseverfahren > ARCH-Modell > Schätztheorie > Schätzung > US-Dollar > USA > Aufsatz in Zeitschrift
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