What drives short rate dynamics? : a functional gradient descent approach
Year of publication: |
2012
|
---|---|
Authors: | Audrino, Francesco |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 39.2012, 3, p. 315-335
|
Subject: | Zins | Interest rate | Zinsstruktur | Yield curve | Volatilität | Volatility | Schätzung | Estimation |
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