Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent
Type
working paper
Date Issued
2007
Author(s)
Trojani, Fabio
Abstract
http://ideas.repec.org/p/usg/dp2007/2007-24.html
Language
English
HSG Classification
not classified
Refereed
No
Publisher
2007-24, VWA Discussion Papers Series, HSG St. Gallen
URL
Subject(s)
Division(s)
Eprints ID
41446