What drives short rate dynamics? A functional gradient descent approach (Q429537)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: What drives short rate dynamics? A functional gradient descent approach |
scientific article; zbMATH DE number 6048099
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | What drives short rate dynamics? A functional gradient descent approach |
scientific article; zbMATH DE number 6048099 |
Statements
What drives short rate dynamics? A functional gradient descent approach (English)
0 references
19 June 2012
0 references
functional gradient descent
0 references
short rate process
0 references
macroeconomic variables
0 references
time-varying drift and volatility dynamics
0 references
0.8244535
0 references
0.81240714
0 references
0.8016954
0 references
0.7967694
0 references
0.7967149
0 references
0.7960453
0 references
0.79390454
0 references
0.79250735
0 references
0.79096806
0 references
