Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach
Year of publication: |
[2013]
|
---|---|
Authors: | Diebold, Francis X. ; Rudebusch, Glenn D. |
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: | 1 Online-Resource (XVIII, 203 Seiten) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Description based on publisher supplied metadata and other sources. |
ISBN: | 978-1-4008-4541-5 ; 978-0-691-14680-5 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Yield Curve Modeling and Forecasting : The Dynamic Nelson-Siegel Approach
Diebold, Francis X., (2013)
-
Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach
Diebold, Francis X., (2013)
-
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio, (2019)
- More ...
-
Modeling bond yields in finance and macroeconomics
Diebold, Francis X., (2005)
-
Measuring business cycles : a modern perspective
Diebold, Francis X., (1994)
-
International evidence on business cycle duration dependence
Diebold, Francis X., (1990)
- More ...