Yield curve modeling and forecasting the dynamic Nelson-Siegel approach /
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Main Author: | Diebold, Francis X., 1959- |
---|---|
Corporate Author: | ebrary, Inc |
Other Authors: | Rudebusch, Glenn D., 1959- |
Format: | Electronic eBook |
Language: | English |
Published: |
Princeton :
Princeton University Press,
c2013.
|
Series: | Econometric and Tinbergen Institutes lectures.
|
Subjects: | |
Online Access: | An electronic book accessible through the World Wide Web; click to view |
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