What drives short rate dynamics? A functional gradient descent approach (Q429537)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | What drives short rate dynamics? A functional gradient descent approach |
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What drives short rate dynamics? A functional gradient descent approach (English)
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19 June 2012
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functional gradient descent
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short rate process
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macroeconomic variables
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time-varying drift and volatility dynamics
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