Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach Hardcover - 2013
by Francis X. Diebold; Glenn D. Rudebusch
From the rear cover
"This lucid and concise book is unique in the field of term structure modeling. It leads readers from yield curve basics, with a popular and intuitive term structure model, to the frontiers of academia in associated fields. By the end of the book, readers will be inspired and enlightened enough to push those frontiers in the many open research directions noted by the authors, particularly in the emerging field of macro-finance."--Leo Krippner, Reserve Bank of New Zealand
"This timely and enlightening book covers the latest developments in the cutting-edge field of yield curve modeling in financial economics and macro-finance. Even active researchers in this area undoubtedly will learn something new. The book is clearly written by two distinguished scholars who share their insights and provide many refreshing clear-cut messages about theoretical and empirical issues in yield curve modeling and forecasting."--Lasse Bork, Aalborg University, Denmark
Details
- Title Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach
- Author Francis X. Diebold; Glenn D. Rudebusch
- Binding Hardcover
- Edition Hardback
- Pages 224
- Volumes 1
- Language ENG
- Publisher Princeton University Press
- Date 2013-01-15
- Features Bibliography, Index
- ISBN 9780691146805 / 0691146802
- Weight 0.65 lbs (0.29 kg)
- Dimensions 8.6 x 5.7 x 0.9 in (21.84 x 14.48 x 2.29 cm)
-
Themes
- Aspects (Academic): Economic
- Library of Congress subjects Bonds - Mathematical models
- Library of Congress Catalog Number 2012020360
- Dewey Decimal Code 332.632
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Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach
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Yield Curve Modeling and Forecasting?: The Dynamic Nelson-siegel Approach
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Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach (The Econometric and Tinbergen Institutes Lectures)
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Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach (The Econometric and Tinbergen Institutes Lectures)
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