Title of article
A dynamic model of expected bond returns: A functional gradient descent approach
Author/Authors
Francesco Audrino، نويسنده , , Giovanni Barone-Adesi، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
11
From page
2267
To page
2277
Keywords
Term structure , Bond returns , Functional gradient descent , Semi-parametric VAR-GARCH models
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
145232
Link To Document