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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