Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach / / Francis X. Diebold and Glenn D. Rudebusch.
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Superior document: | The Econometric and Tinbergen Institutes lectures |
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Year of Publication: | 2013 |
Language: | English |
Series: | Econometric and Tinbergen Institutes lectures.
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Online Access: | |
Physical Description: | xviii, 203 p. :; ill. |
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020 | |z 9780691146805 (hardcover : alk. paper) | ||
020 | |a 9781400845415 (electronic bk.) | ||
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050 | 4 | |a HG4651 |b .D537 2013 | |
082 | 0 | 4 | |a 332.63/2042 |2 23 |
100 | 1 | |a Diebold, Francis X., |d 1959- | |
245 | 1 | 0 | |a Yield curve modeling and forecasting |h [electronic resource] : |b the dynamic Nelson-Siegel approach / |c Francis X. Diebold and Glenn D. Rudebusch. |
260 | |a Princeton : |b Princeton University Press, |c c2013. | ||
300 | |a xviii, 203 p. : |b ill. | ||
490 | 1 | |a The Econometric and Tinbergen Institutes lectures | |
504 | |a Includes bibliographical references and index. | ||
533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
650 | 0 | |a Bonds |x Mathematical models. | |
655 | 4 | |a Electronic books. | |
700 | 1 | |a Rudebusch, Glenn D., |d 1959- | |
710 | 2 | |a ProQuest (Firm) | |
830 | 0 | |a Econometric and Tinbergen Institutes lectures. | |
856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1047204 |z Click to View |