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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145232
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