Yield curve modeling and forecasting:the dynamic Nelson-Siegel approach
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Main Authors: | |
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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. |