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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| TeilnehmendeR: | |
| 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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