Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach /
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| 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 σ. : εικ. ; 23 εκ. |
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| Bibliography: | Περιέχει βιβλιογραφικές παραπομπές (σ. [179]-195) και ευρετήριο |
| ISBN: | 9780691146805 |