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Yield Curve Modeling and Forecasting : The Dynamic Nelson-Siegel Approach

Yield Curve Modeling and Forecasting : The Dynamic Nelson-Siegel Approach

by Francis X. Diebold, Glenn D. Rudebusch Hardcover 2013

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  • Author: Francis X. Diebold, Glenn D. Rudebusch
  • ISBN 13: 9780691146805
  • ISBN 10: 0691146802
  • Publication Year: 2013
  • Language: English

Specifications

Index-100691146802
LanguageEnglish
Index-139780691146805
Period-
Class Track-
Publisher- (2013)
Pages-

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