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 |
Saved in:
Online Resource
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