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

Saved in:
Bibliographic Details
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
Tags: Add Tag
No Tags, Be the first to tag this record!

MARC

LEADER 00000nam a2200000 a 4500
001 0000161197
005 20171002063009.0
006 m u
007 cr cn|||||||||
008 120531s2013 njuad sb 001 0 eng d
010 |z  2012020360 
020 |z 9780691146805 (hardcover : alk. paper) 
020 |z 9781400845415 (e-book) 
035 |a (CaPaEBR)ebr10640069 
035 |a (OCoLC)824488901 
040 |a CaPaEBR  |c CaPaEBR 
050 1 4 |a HG4651  |b .D537 2013eb 
082 0 4 |a 332.63/2042  |2 23 
100 1 |a Diebold, Francis X.,  |d 1959- 
245 1 0 |a Yield curve modeling and forecasting  |h [electronic resource] :  |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. 
490 1 |a The Econometric and Tinbergen Institutes lectures 
504 |a Includes bibliographical references and index. 
533 |a Electronic reproduction.  |b Palo Alto, Calif. :  |c ebrary,  |d 2013.  |n Available via World Wide Web.  |n Access may be limited to ebrary affiliated libraries. 
650 0 |a Bonds  |x Mathematical models. 
655 7 |a Electronic books.  |2 local 
700 1 |a Rudebusch, Glenn D.,  |d 1959- 
710 2 |a ebrary, Inc. 
830 0 |a Econometric and Tinbergen Institutes lectures. 
856 4 0 |u http://site.ebrary.com/lib/daystar/Doc?id=10640069  |z An electronic book accessible through the World Wide Web; click to view 
908 |a 170314 
942 0 0 |c EB 
999 |c 150343  |d 150343