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

Main Author: Diebold, Francis X., 1959-
Other Authors: Rudebusch, Glenn D.,
Format: Book
Language:English
Published: Princeton : Princeton University Press, c2013
Series:The Econometric and Tinbergen Institutes lectures
Subjects:
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100 1 |a Diebold, Francis X.,   |d 1959- 
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. ;   |c 23 cm 
490 0 |a The Econometric and Tinbergen Institutes lectures 
504 |a Includes bibliographical references (p. [179]-195) and index 
650 0 |a Bonds   |x Mathematical models 
700 1 |a Rudebusch, Glenn D.,  
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