Accurate short-term yield curve forecasting using functional gradient descent
Francesco Audrino; Fabio Trojani
| Year of publication: |
2007
|
|---|---|
| Authors: | Audrino, Francesco ; Trojani, Fabio |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 5.2007, 4, p. 591-623
|
| Subject: | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Schätzung | Estimation | US-Dollar | US dollar | USA | United States |
| Extent: | Ill., graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003570734