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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