Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach
Книги

Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach

Книги

Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach

Diebold, F.X. Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach / F. X. Diebold, G. D. Rudebusch. — PrincetonOxford : Princeton University Press, 2013. — 203 p.. — Bibliography: P. 179-195. — ISBN 9780691146805 : 1906.00 р.
  • УДК:
    336.11
  • ISBN:
    9780691146805

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