Yield curve modeling and forecasting: the dynamic Nelson-Siegel approach
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Princeton
Princeton University Press
©2013
|
| Schriftenreihe: | Econometric and Tinbergen Institutes lectures
|
| Schlagwörter: | |
| Links: | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=484849 |
| Beschreibung: | Includes bibliographical references and index |
| Umfang: | 1 Online-Ressource (xviii, 203 pages) |
| ISBN: | 1400845416 9781400845415 9780691146805 0691146802 9781299051218 1299051219 |
Internformat
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| author | Diebold, Francis X. 1959- |
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| discipline | Wirtschaftswissenschaften |
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| illustrated | Not Illustrated |
| indexdate | 2024-12-20T17:18:38Z |
| institution | BVB |
| isbn | 1400845416 9781400845415 9780691146805 0691146802 9781299051218 1299051219 |
| language | English |
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| publishDate | 2013 |
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| publisher | Princeton University Press |
| record_format | marc |
| series2 | Econometric and Tinbergen Institutes lectures |
| spellingShingle | Diebold, Francis X. 1959- Yield curve modeling and forecasting the dynamic Nelson-Siegel approach BUSINESS & ECONOMICS / Investments & Securities / General bisacsh BUSINESS & ECONOMICS / Statistics bisacsh Bonds / Mathematical models fast Mathematisches Modell Statistik Wirtschaft Bonds Mathematical models Zinsertragskurve (DE-588)4419655-6 gnd Prognoseverfahren (DE-588)4358095-6 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| subject_GND | (DE-588)4419655-6 (DE-588)4358095-6 (DE-588)4114528-8 |
| title | Yield curve modeling and forecasting the dynamic Nelson-Siegel approach |
| title_auth | Yield curve modeling and forecasting the dynamic Nelson-Siegel approach |
| title_exact_search | Yield curve modeling and forecasting the dynamic Nelson-Siegel approach |
| title_full | Yield curve modeling and forecasting the dynamic Nelson-Siegel approach Francis X. Diebold, Glenn D. Rudebusch |
| title_fullStr | Yield curve modeling and forecasting the dynamic Nelson-Siegel approach Francis X. Diebold, Glenn D. Rudebusch |
| title_full_unstemmed | Yield curve modeling and forecasting the dynamic Nelson-Siegel approach Francis X. Diebold, Glenn D. Rudebusch |
| title_short | Yield curve modeling and forecasting |
| title_sort | yield curve modeling and forecasting the dynamic nelson siegel approach |
| title_sub | the dynamic Nelson-Siegel approach |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh BUSINESS & ECONOMICS / Statistics bisacsh Bonds / Mathematical models fast Mathematisches Modell Statistik Wirtschaft Bonds Mathematical models Zinsertragskurve (DE-588)4419655-6 gnd Prognoseverfahren (DE-588)4358095-6 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General BUSINESS & ECONOMICS / Statistics Bonds / Mathematical models Mathematisches Modell Statistik Wirtschaft Bonds Mathematical models Zinsertragskurve Prognoseverfahren |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=484849 |
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