Yield curve modeling and forecasting [electronic resource] : the dynamic Nelson-Siegel approach / Francis X. Diebold and Glenn D. Rudebusch.
2013
HG4651 .D537 2013eb
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Details
Title
Yield curve modeling and forecasting [electronic resource] : the dynamic Nelson-Siegel approach / Francis X. Diebold and Glenn D. Rudebusch.
Author
Diebold, Francis X., 1959-
ISBN
9781400845415 (electronic book)
9780691146805
9780691146805
Imprint
Princeton [New Jersey] : Princeton University Press, c2013.
Language
English
Description
1 online resource (xviii, 203 p.) : ill.
Call Number
HG4651 .D537 2013eb
Dewey Decimal Classification
332.63/2042
Bibliography, etc. Note
Includes bibliographical references and index.
Access Note
Access limited to authorized users.
Source of Description
Description based on print version record.
Added Author
Rudebusch, Glenn D., 1959-
Series
Econometric and Tinbergen Institutes lectures.
Available in Other Form
Yield curve modeling and forecasting.
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