Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach /
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| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
Princeton :
Princeton University Press,
c2013
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| Series: | The Econometric and Tinbergen Institutes lectures
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| Subjects: |
| Physical Description: | xviii, 203 p. : ill. ; 23 cm |
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| Bibliography: | Includes bibliographical references (p. [179]-195) and index |
| ISBN: | 9780691146805 |