Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach /
Corporate Author: | Princeton University Press |
---|---|
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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