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

Main Author: Diebold, Francis X., 1959-
Corporate Author: ebrary, Inc.
Other Authors: Rudebusch, Glenn D.,
Format: Book
Language:English
Published: Princeton : Princeton University Press, c2013.
Series:The Econometric and Tinbergen Institutes lectures
Subjects:
Online Access:http://site.ebrary.com/lib/ucy/Doc?id=10640069
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245 1 0 |a Yield curve modeling and forecasting  |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. 
650 0 |a Bonds  |x Mathematical models. 
700 1 |a Rudebusch, Glenn D., 
710 2 |a ebrary, Inc. 
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