The affine arbitrage-free class of Nelson-Siegel term structure models:
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| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2007
|
| Schriftenreihe: | Working paper series / National Bureau of Economic Research
13611 |
| Online-Zugang: | kostenfrei |
| Beschreibung: | 36 S. graph. Darst. 22 cm |
Internformat
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| 245 | 1 | 0 | |a The affine arbitrage-free class of Nelson-Siegel term structure models |c Jens H. E. Christensen ; Francis X. Diebold ; Glenn D. Rudebusch |
| 264 | 1 | |a Cambridge, Mass. |b National Bureau of Economic Research |c 2007 | |
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| 700 | 1 | |a Rudebusch, Glenn D. |d 1959- |e Verfasser |0 (DE-588)111298970 |4 aut | |
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| 810 | 2 | |a National Bureau of Economic Research <Cambridge, Mass.> |t NBER working paper series |v 13611 |w (DE-604)BV002801238 |9 13611 | |
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Datensatz im Suchindex
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| author | Christensen, Jens H. E. Diebold, Francis X. 1959- Rudebusch, Glenn D. 1959- |
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| id | DE-604.BV023593508 |
| illustrated | Illustrated |
| index_date | 2024-07-02T22:41:32Z |
| indexdate | 2024-07-09T21:25:15Z |
| institution | BVB |
| language | English |
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| physical | 36 S. graph. Darst. 22 cm |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | National Bureau of Economic Research |
| record_format | marc |
| series2 | Working paper series / National Bureau of Economic Research |
| spelling | Christensen, Jens H. E. Verfasser (DE-588)135845289 aut The affine arbitrage-free class of Nelson-Siegel term structure models Jens H. E. Christensen ; Francis X. Diebold ; Glenn D. Rudebusch Cambridge, Mass. National Bureau of Economic Research 2007 36 S. graph. Darst. 22 cm txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 13611 Diebold, Francis X. 1959- Verfasser (DE-588)123909104 aut Rudebusch, Glenn D. 1959- Verfasser (DE-588)111298970 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.> NBER working paper series 13611 (DE-604)BV002801238 13611 http://papers.nber.org/papers/w13611.pdf kostenfrei Volltext |
| spellingShingle | Christensen, Jens H. E. Diebold, Francis X. 1959- Rudebusch, Glenn D. 1959- The affine arbitrage-free class of Nelson-Siegel term structure models |
| title | The affine arbitrage-free class of Nelson-Siegel term structure models |
| title_auth | The affine arbitrage-free class of Nelson-Siegel term structure models |
| title_exact_search | The affine arbitrage-free class of Nelson-Siegel term structure models |
| title_exact_search_txtP | The affine arbitrage-free class of Nelson-Siegel term structure models |
| title_full | The affine arbitrage-free class of Nelson-Siegel term structure models Jens H. E. Christensen ; Francis X. Diebold ; Glenn D. Rudebusch |
| title_fullStr | The affine arbitrage-free class of Nelson-Siegel term structure models Jens H. E. Christensen ; Francis X. Diebold ; Glenn D. Rudebusch |
| title_full_unstemmed | The affine arbitrage-free class of Nelson-Siegel term structure models Jens H. E. Christensen ; Francis X. Diebold ; Glenn D. Rudebusch |
| title_short | The affine arbitrage-free class of Nelson-Siegel term structure models |
| title_sort | the affine arbitrage free class of nelson siegel term structure models |
| url | http://papers.nber.org/papers/w13611.pdf |
| volume_link | (DE-604)BV002801238 |
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