Yield curve modeling and forecasting
Subtitle: the dynamic Nelson-Siegel approach
By: Francis X. Diebold, Glenn D. Rudebusch
Contributors: Rudebusch, Glenn D., 1959-
Series: The Econometric and Tinbergen Institutes lectures
Publisher: Princeton University Press
Published: 2013
Place of publication: Princeton
Language: eng
ISBN-13: 9780691146805
Subjects: Mathematical models; Bonds
Notes: Includes bibliographical references and index.