An arbitrage-free generalized Nelson-Siegel term structure model:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2008
|
| Schriftenreihe: | NBER working paper series
14463 |
| Online-Zugang: | Volltext |
| Beschreibung: | 32 S. graph. Darst. |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV035852052 | ||
| 003 | DE-604 | ||
| 005 | 20100309 | ||
| 007 | t | ||
| 008 | 091130s2008 d||| |||| 00||| eng d | ||
| 035 | |a (OCoLC)601591999 | ||
| 035 | |a (DE-599)HBZHT015757993 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-521 | ||
| 100 | 1 | |a Christensen, Jens H. E. |e Verfasser |0 (DE-588)135845289 |4 aut | |
| 245 | 1 | 0 | |a An arbitrage-free generalized Nelson-Siegel term structure model |c Jens H. E. Christensen ; Francis X. Diebold ; Glenn D. Rudebusch |
| 264 | 1 | |a Cambridge, Mass. |b National Bureau of Economic Research |c 2008 | |
| 300 | |a 32 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a NBER working paper series |v 14463 | |
| 700 | 1 | |a Diebold, Francis X. |d 1959- |e Verfasser |0 (DE-588)123909104 |4 aut | |
| 700 | 1 | |a Rudebusch, Glenn D. |d 1959- |e Verfasser |0 (DE-588)111298970 |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |
| 830 | 0 | |a NBER working paper series |v 14463 |w (DE-604)BV002801238 |9 14463 | |
| 856 | 4 | 1 | |u http://www.nber.org/papers/w14463 |z kostenfrei |3 Volltext |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-018710071 | ||
Datensatz im Suchindex
| _version_ | 1804140825992495104 |
|---|---|
| any_adam_object | |
| author | Christensen, Jens H. E. Diebold, Francis X. 1959- Rudebusch, Glenn D. 1959- |
| author_GND | (DE-588)135845289 (DE-588)123909104 (DE-588)111298970 |
| author_facet | Christensen, Jens H. E. Diebold, Francis X. 1959- Rudebusch, Glenn D. 1959- |
| author_role | aut aut aut |
| author_sort | Christensen, Jens H. E. |
| author_variant | j h e c jhe jhec f x d fx fxd g d r gd gdr |
| building | Verbundindex |
| bvnumber | BV035852052 |
| ctrlnum | (OCoLC)601591999 (DE-599)HBZHT015757993 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01204nam a2200313 cb4500</leader><controlfield tag="001">BV035852052</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20100309 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">091130s2008 d||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)601591999</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)HBZHT015757993</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-521</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Christensen, Jens H. E.</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)135845289</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">An arbitrage-free generalized Nelson-Siegel term structure model</subfield><subfield code="c">Jens H. E. Christensen ; Francis X. Diebold ; Glenn D. Rudebusch</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge, Mass.</subfield><subfield code="b">National Bureau of Economic Research</subfield><subfield code="c">2008</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">32 S.</subfield><subfield code="b">graph. Darst.</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">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">NBER working paper series</subfield><subfield code="v">14463</subfield></datafield><datafield tag="700" 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="700" ind1="1" ind2=" "><subfield code="a">Rudebusch, Glenn D.</subfield><subfield code="d">1959-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)111298970</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">NBER working paper series</subfield><subfield code="v">14463</subfield><subfield code="w">(DE-604)BV002801238</subfield><subfield code="9">14463</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">http://www.nber.org/papers/w14463</subfield><subfield code="z">kostenfrei</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-018710071</subfield></datafield></record></collection> |
| id | DE-604.BV035852052 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:06:08Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018710071 |
| oclc_num | 601591999 |
| open_access_boolean | 1 |
| owner | DE-521 |
| owner_facet | DE-521 |
| physical | 32 S. graph. Darst. |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | National Bureau of Economic Research |
| record_format | marc |
| series | NBER working paper series |
| series2 | NBER working paper series |
| spelling | Christensen, Jens H. E. Verfasser (DE-588)135845289 aut An arbitrage-free generalized Nelson-Siegel term structure model Jens H. E. Christensen ; Francis X. Diebold ; Glenn D. Rudebusch Cambridge, Mass. National Bureau of Economic Research 2008 32 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier NBER working paper series 14463 Diebold, Francis X. 1959- Verfasser (DE-588)123909104 aut Rudebusch, Glenn D. 1959- Verfasser (DE-588)111298970 aut Erscheint auch als Online-Ausgabe NBER working paper series 14463 (DE-604)BV002801238 14463 http://www.nber.org/papers/w14463 kostenfrei Volltext |
| spellingShingle | Christensen, Jens H. E. Diebold, Francis X. 1959- Rudebusch, Glenn D. 1959- An arbitrage-free generalized Nelson-Siegel term structure model NBER working paper series |
| title | An arbitrage-free generalized Nelson-Siegel term structure model |
| title_auth | An arbitrage-free generalized Nelson-Siegel term structure model |
| title_exact_search | An arbitrage-free generalized Nelson-Siegel term structure model |
| title_full | An arbitrage-free generalized Nelson-Siegel term structure model Jens H. E. Christensen ; Francis X. Diebold ; Glenn D. Rudebusch |
| title_fullStr | An arbitrage-free generalized Nelson-Siegel term structure model Jens H. E. Christensen ; Francis X. Diebold ; Glenn D. Rudebusch |
| title_full_unstemmed | An arbitrage-free generalized Nelson-Siegel term structure model Jens H. E. Christensen ; Francis X. Diebold ; Glenn D. Rudebusch |
| title_short | An arbitrage-free generalized Nelson-Siegel term structure model |
| title_sort | an arbitrage free generalized nelson siegel term structure model |
| url | http://www.nber.org/papers/w14463 |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT christensenjenshe anarbitragefreegeneralizednelsonsiegeltermstructuremodel AT dieboldfrancisx anarbitragefreegeneralizednelsonsiegeltermstructuremodel AT rudebuschglennd anarbitragefreegeneralizednelsonsiegeltermstructuremodel |