A dynamic model of expected bond returns: A functional gradient descent approach
| Year of publication: |
2006
|
|---|---|
| Authors: | Audrino, Francesco ; Barone-Adesi, Giovanni |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2006, 4, p. 2267-2277
|
| Publisher: |
Elsevier |