Yield curve modeling and forecasting : the dynamic...

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

Diebold, Francis X., Rudebusch, Glenn D.

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Based on the Econometric and Tinbergen Institutes Lectures, this work contains essential tools with enhanced utility for academics, central banks, governments, and industry. The book explores yield curve modellingand forecasting in depth.

Categorie:

Anno:

2017

Casa editrice:

Princeton University Press

Lingua:

english

ISBN 10:

1400845416

ISBN 13:

9781400845415

Collana:

Econometric and Tinbergen Institutes lectures.

File:

EPUB, 5.15 MB

IPFS:

,

english, 2017

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