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

Web Site CiNii Available at 8 libraries

Bibliographic Information

Title
"Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach"
Statement of Responsibility
Francis X. Diebold and Glenn D. Rudebusch
Publisher
  • Princeton University Press
Publication Year
  • c2013
Book size
23 cm

Search this Book/Journal

Notes

Bibliography: p. [179]-195

Includes index

Related Books

See more

Details 詳細情報について

Back to top