Yield Curve Modeling and Forecasting : The Dynamic Nelson-Siegel Approach
| Year of publication: |
2013 ; Online-Ausg.
|
|---|---|
| Authors: | Diebold, Francis X. |
| Other Persons: | Rudebusch, Glenn D. (contributor) |
| Publisher: |
Princeton : Princeton University Press |
| Subject: | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Theorie | Theory | Zinsertragskurve | Mathematisches Modell |
| Description of contents: | Description [zbmath.org] |
| Extent: | Online-Ressource (1 online resource (225 p.)) |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Description based upon print version of record |
| ISBN: | 978-1-4008-4541-5 ; 978-0-691-14680-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012649791