Yield curve modeling and forecasting : | the dynamic Nelson-Siegel approach / | Francis X. Diebold and Glenn D. Rudebusch.
Diebold, Francis X., 1959-
Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach / Francis X. Diebold and Glenn D. Rudebusch. - Princeton : Princeton University Press, c2013. - xviii, 203 p. : ill. ; 23 cm. - The Econometric and Tinbergen Institutes lectures. . - The Econometric and Tinbergen Institutes lectures. .
Includes bibliographical references and index.
9780691146805
Bonds--Mathematical models
HG4651 / .D537 2013
Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach / Francis X. Diebold and Glenn D. Rudebusch. - Princeton : Princeton University Press, c2013. - xviii, 203 p. : ill. ; 23 cm. - The Econometric and Tinbergen Institutes lectures. . - The Econometric and Tinbergen Institutes lectures. .
Includes bibliographical references and index.
9780691146805
Bonds--Mathematical models
HG4651 / .D537 2013