Yield curve modeling and forecasting the dynamic Nelson-Siegel approach /
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Format: | Electronic eBook |
Language: | English |
Published: |
Princeton :
Princeton University Press,
c2013.
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Series: | Econometric and Tinbergen Institutes lectures.
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Subjects: | |
Online Access: | Click to View |
Physical Description: | xviii, 203 p. : ill. |
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Bibliography: | Includes bibliographical references and index. |
ISBN: | 9781400845415 (electronic bk.) |