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Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach / Francis X. Diebold, Glenn D. Rudebusch.
Ebook Central Perpetual, DDA and Subscription Titles Available online
Ebook Central Perpetual, DDA and Subscription Titles- Format:
- Book
- Author/Creator:
- Diebold, Francis X., 1959-
- Series:
- Econometric and Tinbergen Institutes lectures
- The Econometric and Tinbergen Institutes lectures
- Language:
- English
- Subjects (All):
- Bonds--Mathematical models.
- Bonds.
- Physical Description:
- 1 online resource.
- Place of Publication:
- Princeton : Princeton University Press, [2013]
- System Details:
- text file
- Notes:
- Description based on print version record.
- Includes bibliographical references and index.
- Electronic reproduction. Palo Alto, Calif. Available via World Wide Web.
- Local Notes:
- Acquired for the Penn Libraries with assistance from the Edward Giera and Kimberly Hirschman Fund.
- ISBN:
- 1400845416
- 9781400845415
- Publisher Number:
- 99951798844
- Access Restriction:
- Restricted for use by site license.
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