Screen LibraryYield curve modeling and forecasting：the dynamic Nelson-Siegel approach
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| Main Authors: | |
|---|---|
| Group Author: | |
| Published: |
Princeton University Press,
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| Publisher Address: | Princeton |
| Publication Dates: | c2013. |
| Literature type: | Book |
| Language: | English |
| Series: |
The Econometric and Tinbergen Institutes lectures |
| Subjects: | |
| Carrier Form: | xviii, 203 p.: ill. ; 23 cm. |
| ISBN: |
9780691146805 (hardcover : alk. paper) 0691146802 (hardcover : alk. paper) |
| Index Number: | F830 |
| CLC: | F830.91 |
| Call Number: | F830.91/D559 |
| Contents: | Includes bibliographical references (p. [179]-195) and index. |