Accurate short-term yield curve forecasting using functional gradient descent
Francesco Audrino; Fabio Trojani
| Year of publication: |
June 2007
|
|---|---|
| Other Persons: | Audrino, Francesco (contributor) ; Trojani, Fabio (contributor) |
| Publisher: |
St. Gallen : Schweizerisches Inst. für Banken und Finanzen, Univ. |
| Subject: | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Schätzung | Estimation | US-Dollar | US dollar | USA | United States |
| Extent: | Online-Ressource, 49 S., Text graph. Darst. |
|---|---|
| Series: | Working papers on finance. - Sankt Gallen : [Verlag nicht ermittelbar], ZDB-ID 2252526-9. - Vol. 52 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003674257