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

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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
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