Yield curve modeling and forecasting: the dynamic Nelson-Siegel approach
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Princeton
Princeton University Press
c2013
|
| Schriftenreihe: | Econometric and Tinbergen Institutes lectures
|
| Schlagworte: | |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | xviii, 203 p. |
| ISBN: | 9781400845415 |
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Datensatz im Suchindex
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| author | Diebold, Francis X. 1959- |
| author_facet | Diebold, Francis X. 1959- |
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| building | Verbundindex |
| bvnumber | BV044169019 |
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| dewey-full | 332.63/2042 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/2042 |
| dewey-search | 332.63/2042 |
| dewey-sort | 3332.63 42042 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV044169019 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:45:39Z |
| institution | BVB |
| isbn | 9781400845415 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029575864 |
| oclc_num | 824488901 |
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| physical | xviii, 203 p. |
| psigel | ZDB-30-PAD ZDB-30-PBE |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Princeton University Press |
| record_format | marc |
| series2 | Econometric and Tinbergen Institutes lectures |
| spelling | Diebold, Francis X. 1959- Verfasser aut Yield curve modeling and forecasting the dynamic Nelson-Siegel approach Francis X. Diebold and Glenn D. Rudebusch Princeton Princeton University Press c2013 xviii, 203 p. txt rdacontent c rdamedia cr rdacarrier Econometric and Tinbergen Institutes lectures Includes bibliographical references and index Mathematisches Modell Bonds Mathematical models Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Prognoseverfahren (DE-588)4358095-6 gnd rswk-swf Zinsertragskurve (DE-588)4419655-6 gnd rswk-swf Zinsertragskurve (DE-588)4419655-6 s Prognoseverfahren (DE-588)4358095-6 s Mathematisches Modell (DE-588)4114528-8 s 1\p DE-604 Rudebusch, Glenn D. 1959- Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 978-0-691-14680-5 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Diebold, Francis X. 1959- Yield curve modeling and forecasting the dynamic Nelson-Siegel approach Mathematisches Modell Bonds Mathematical models Mathematisches Modell (DE-588)4114528-8 gnd Prognoseverfahren (DE-588)4358095-6 gnd Zinsertragskurve (DE-588)4419655-6 gnd |
| subject_GND | (DE-588)4114528-8 (DE-588)4358095-6 (DE-588)4419655-6 |
| title | Yield curve modeling and forecasting the dynamic Nelson-Siegel approach |
| title_auth | Yield curve modeling and forecasting the dynamic Nelson-Siegel approach |
| title_exact_search | Yield curve modeling and forecasting the dynamic Nelson-Siegel approach |
| title_full | Yield curve modeling and forecasting the dynamic Nelson-Siegel approach Francis X. Diebold and Glenn D. Rudebusch |
| title_fullStr | Yield curve modeling and forecasting the dynamic Nelson-Siegel approach Francis X. Diebold and Glenn D. Rudebusch |
| title_full_unstemmed | Yield curve modeling and forecasting the dynamic Nelson-Siegel approach Francis X. Diebold and Glenn D. Rudebusch |
| title_short | Yield curve modeling and forecasting |
| title_sort | yield curve modeling and forecasting the dynamic nelson siegel approach |
| title_sub | the dynamic Nelson-Siegel approach |
| topic | Mathematisches Modell Bonds Mathematical models Mathematisches Modell (DE-588)4114528-8 gnd Prognoseverfahren (DE-588)4358095-6 gnd Zinsertragskurve (DE-588)4419655-6 gnd |
| topic_facet | Mathematisches Modell Bonds Mathematical models Prognoseverfahren Zinsertragskurve |
| work_keys_str_mv | AT dieboldfrancisx yieldcurvemodelingandforecastingthedynamicnelsonsiegelapproach AT rudebuschglennd yieldcurvemodelingandforecastingthedynamicnelsonsiegelapproach |