What Drives Short Rate Dynamics? A Functional Gradient Descent Approach
| Year of publication: |
2012
|
|---|---|
| Authors: | Audrino, Francesco |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 39.2012, 3, p. 315-335
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Functional gradient descent | Short rate process | Macroeconomic variables | Time-varying drift and volatility dynamics |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010866841