Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach /

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
:
ProQuest (Firm)
Diebold, Francis X., 1959-
TeilnehmendeR:
Rudebusch, Glenn D., 1959-
ProQuest (Firm)
Year of Publication:2013
Language:English
Series:Econometric and Tinbergen Institutes lectures.
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Physical Description:xviii, 203 p. :; ill.
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spelling Diebold, Francis X., 1959-
Yield curve modeling and forecasting [electronic resource] : the dynamic Nelson-Siegel approach / Francis X. Diebold and Glenn D. Rudebusch.
Princeton : Princeton University Press, c2013.
xviii, 203 p. : ill.
The Econometric and Tinbergen Institutes lectures
Includes bibliographical references and index.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Bonds Mathematical models.
Electronic books.
Rudebusch, Glenn D., 1959-
ProQuest (Firm)
Econometric and Tinbergen Institutes lectures.
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1047204 Click to View
language English
format Electronic
eBook
author Diebold, Francis X., 1959-
spellingShingle Diebold, Francis X., 1959-
Yield curve modeling and forecasting the dynamic Nelson-Siegel approach /
The Econometric and Tinbergen Institutes lectures
author_facet Diebold, Francis X., 1959-
Rudebusch, Glenn D., 1959-
ProQuest (Firm)
ProQuest (Firm)
author_variant f x d fx fxd
author2 Rudebusch, Glenn D., 1959-
ProQuest (Firm)
author2_variant g d r gd gdr
author2_role TeilnehmendeR
TeilnehmendeR
author_corporate ProQuest (Firm)
author_sort Diebold, Francis X., 1959-
title Yield curve modeling and forecasting the dynamic Nelson-Siegel approach /
title_sub the dynamic Nelson-Siegel approach /
title_full Yield curve modeling and forecasting [electronic resource] : the dynamic Nelson-Siegel approach / Francis X. Diebold and Glenn D. Rudebusch.
title_fullStr Yield curve modeling and forecasting [electronic resource] : the dynamic Nelson-Siegel approach / Francis X. Diebold and Glenn D. Rudebusch.
title_full_unstemmed Yield curve modeling and forecasting [electronic resource] : the dynamic Nelson-Siegel approach / Francis X. Diebold and Glenn D. Rudebusch.
title_auth Yield curve modeling and forecasting the dynamic Nelson-Siegel approach /
title_new Yield curve modeling and forecasting
title_sort yield curve modeling and forecasting the dynamic nelson-siegel approach /
series The Econometric and Tinbergen Institutes lectures
series2 The Econometric and Tinbergen Institutes lectures
publisher Princeton University Press,
publishDate 2013
physical xviii, 203 p. : ill.
isbn 9781400845415 (electronic bk.)
callnumber-first H - Social Science
callnumber-subject HG - Finance
callnumber-label HG4651
callnumber-sort HG 44651 D537 42013
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1047204
illustrated Illustrated
dewey-hundreds 300 - Social sciences
dewey-tens 330 - Economics
dewey-ones 332 - Financial economics
dewey-full 332.63/2042
dewey-sort 3332.63 42042
dewey-raw 332.63/2042
dewey-search 332.63/2042
oclc_num 824488901
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