Yield curve modeling and forecasting
Diebold, Francis X., 1959-
Yield curve modeling and forecasting the dynamic Nelson-Siegel approach / [electronic resource] : Francis X. Diebold and Glenn D. Rudebusch. - Princeton : Princeton University Press, c2013. - xviii, 203 p. : ill. - The Econometric and Tinbergen Institutes lectures . - Econometric and Tinbergen Institutes lectures. .
Includes bibliographical references and index.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Bonds--Mathematical models.
Electronic books.
HG4651 / .D537 2013eb
332.63/2042
Yield curve modeling and forecasting the dynamic Nelson-Siegel approach / [electronic resource] : Francis X. Diebold and Glenn D. Rudebusch. - Princeton : Princeton University Press, c2013. - xviii, 203 p. : ill. - The Econometric and Tinbergen Institutes lectures . - Econometric and Tinbergen Institutes lectures. .
Includes bibliographical references and index.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Bonds--Mathematical models.
Electronic books.
HG4651 / .D537 2013eb
332.63/2042