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

Bibliographic Details
Main Author: Diebold, Francis X., 1959-
Corporate Author: ProQuest (Firm)
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:Click to View
Description
Physical Description:xviii, 203 p. : ill.
Bibliography:Includes bibliographical references and index.
ISBN:9781400845415 (electronic bk.)