Yield curve modeling and forecasting: the dynamic Nelson-Siegel approach
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Princeton
Princeton University Press
©2013
|
| Series: | Econometric and Tinbergen Institutes lectures
|
| Subjects: | |
| Links: | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=484849 |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | 1 Online-Ressource (xviii, 203 pages) |
| ISBN: | 1400845416 9781400845415 9780691146805 0691146802 9781299051218 1299051219 |
Staff View
MARC
| LEADER | 00000nam a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV042740604 | ||
| 003 | DE-604 | ||
| 005 | 20151021 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 150806s2013 xx o|||| 00||| eng d | ||
| 020 | |a 1400845416 |9 1-4008-4541-6 | ||
| 020 | |a 9781400845415 |9 978-1-4008-4541-5 | ||
| 020 | |a 9780691146805 |9 978-0-691-14680-5 | ||
| 020 | |a 0691146802 |9 0-691-14680-2 | ||
| 020 | |a 9781299051218 |9 978-1-299-05121-8 | ||
| 020 | |a 1299051219 |9 1-299-05121-9 | ||
| 035 | |a (OCoLC)824488901 | ||
| 035 | |a (DE-599)BVBBV042740604 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-91 | ||
| 082 | 0 | |a 332.63/2042 |2 23 | |
| 100 | 1 | |a Diebold, Francis X. |d 1959- |e Verfasser |0 (DE-588)123909104 |4 aut | |
| 245 | 1 | 0 | |a Yield curve modeling and forecasting |b the dynamic Nelson-Siegel approach |c Francis X. Diebold, Glenn D. Rudebusch |
| 264 | 1 | |a Princeton |b Princeton University Press |c ©2013 | |
| 300 | |a 1 Online-Ressource (xviii, 203 pages) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Econometric and Tinbergen Institutes lectures | |
| 500 | |a Includes bibliographical references and index | ||
| 650 | 7 | |a BUSINESS & ECONOMICS / Investments & Securities / General |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Statistics |2 bisacsh | |
| 650 | 7 | |a Bonds / Mathematical models |2 fast | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Statistik | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Bonds |x Mathematical models | |
| 650 | 0 | 7 | |a Zinsertragskurve |0 (DE-588)4419655-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Prognoseverfahren |0 (DE-588)4358095-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Mathematisches Modell |0 (DE-588)4114528-8 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Zinsertragskurve |0 (DE-588)4419655-6 |D s |
| 689 | 0 | 1 | |a Prognoseverfahren |0 (DE-588)4358095-6 |D s |
| 689 | 0 | 2 | |a Mathematisches Modell |0 (DE-588)4114528-8 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Rudebusch, Glenn D. |d 1959- |e Sonstige |0 (DE-588)111298970 |4 oth | |
| 856 | 4 | 0 | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=484849 |x Aggregator |3 Volltext |
| 912 | |a ZDB-4-EBU | ||
| 912 | |a ZDB-4-NLEBK | ||
| 940 | 1 | |q FLA_PDA_EBU | |
| 940 | 1 | |q TUM_PDA_EBSCOBAE_gekauft | |
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-028171476 | |
Record in the Search Index
| DE-BY-TUM_katkey | 2125241 |
|---|---|
| _version_ | 1821932213842739200 |
| any_adam_object | |
| author | Diebold, Francis X. 1959- |
| author_GND | (DE-588)123909104 (DE-588)111298970 |
| author_facet | Diebold, Francis X. 1959- |
| author_role | aut |
| author_sort | Diebold, Francis X. 1959- |
| author_variant | f x d fx fxd |
| building | Verbundindex |
| bvnumber | BV042740604 |
| collection | ZDB-4-EBU ZDB-4-NLEBK |
| ctrlnum | (OCoLC)824488901 (DE-599)BVBBV042740604 |
| dewey-full | 332.63/2042 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/2042 |
| dewey-search | 332.63/2042 |
| dewey-sort | 3332.63 42042 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02368nam a2200601zc 4500</leader><controlfield tag="001">BV042740604</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20151021 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">150806s2013 xx o|||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1400845416</subfield><subfield code="9">1-4008-4541-6</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781400845415</subfield><subfield code="9">978-1-4008-4541-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780691146805</subfield><subfield code="9">978-0-691-14680-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0691146802</subfield><subfield code="9">0-691-14680-2</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781299051218</subfield><subfield code="9">978-1-299-05121-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1299051219</subfield><subfield code="9">1-299-05121-9</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)824488901</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042740604</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.63/2042</subfield><subfield code="2">23</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Diebold, Francis X.</subfield><subfield code="d">1959-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)123909104</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Yield curve modeling and forecasting</subfield><subfield code="b">the dynamic Nelson-Siegel approach</subfield><subfield code="c">Francis X. Diebold, Glenn D. Rudebusch</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Princeton</subfield><subfield code="b">Princeton University Press</subfield><subfield code="c">©2013</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xviii, 203 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Econometric and Tinbergen Institutes lectures</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Investments & Securities / General</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Statistics</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Bonds / Mathematical models</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistik</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Bonds</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zinsertragskurve</subfield><subfield code="0">(DE-588)4419655-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Prognoseverfahren</subfield><subfield code="0">(DE-588)4358095-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Zinsertragskurve</subfield><subfield code="0">(DE-588)4419655-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Prognoseverfahren</subfield><subfield code="0">(DE-588)4358095-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Rudebusch, Glenn D.</subfield><subfield code="d">1959-</subfield><subfield code="e">Sonstige</subfield><subfield code="0">(DE-588)111298970</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=484849</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBU</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-NLEBK</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">FLA_PDA_EBU</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">TUM_PDA_EBSCOBAE_gekauft</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028171476</subfield></datafield></record></collection> |
| id | DE-604.BV042740604 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T17:18:38Z |
| institution | BVB |
| isbn | 1400845416 9781400845415 9780691146805 0691146802 9781299051218 1299051219 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028171476 |
| oclc_num | 824488901 |
| open_access_boolean | |
| owner | DE-91 DE-BY-TUM |
| owner_facet | DE-91 DE-BY-TUM |
| physical | 1 Online-Ressource (xviii, 203 pages) |
| psigel | ZDB-4-EBU ZDB-4-NLEBK FLA_PDA_EBU TUM_PDA_EBSCOBAE_gekauft |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| 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 |
| work_keys_str_mv | AT dieboldfrancisx yieldcurvemodelingandforecastingthedynamicnelsonsiegelapproach AT rudebuschglennd yieldcurvemodelingandforecastingthedynamicnelsonsiegelapproach |