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.