Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach

Notes on use

Related materials as well as pre- and post-revision versions

Search by Bookstore

This page shows libraries in Japan other than the National Diet Library that hold the material.

Please contact your local library for information on how to use materials or whether it is possible to request materials from the holding libraries.

other

CiNii Research
Search Service
Paper
You can check the holdings of institutions and databases with which CiNii Research is linked at the site of CiNii Research.
Check the holdings of this book

You can check the details of this material, its authority (keywords that refer to materials on the same subject, author's name, etc.), etc.

Material Type: 図書
ISBN: 9780691146805
Title: Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach
Author/Editor: Francis X. Diebold and Glenn D. Rudebusch
Author Heading: Diebold, Francis X.
https://ci.nii.ac.jp/author/DA02165588
Rudebusch, Glenn D.
https://ci.nii.ac.jp/author/DA01097879
Publication, Distribution, etc.: Princeton University Press
Publication Date: c2013
Publication Date (W3CDTF): 2013
Size: 23 cm
Place of Publication (Country Code): us
Text Language Code: en
Subject Heading: Bonds -- Mathematical models
LCC: HG4651
Target Audience: 一般
Note (General): Bibliography: p. [179]-195
Includes index
Related Material: The Econometric and Tinbergen Institutes lectures
https://cir.nii.ac.jp/crid/1130282268938188032
Related Material (URI): https://ci.nii.ac.jp/ncid/BB11226731#entity
https://lccn.loc.gov/2012020360
Periodical Title: The Econometric and Tinbergen Institutes lectures
https://cir.nii.ac.jp/crid/1130282268938188032
Data Provider (Database): 国立情報学研究所 : CiNii Research
Original Data Provider (Database): CiNii Books
https://ci.nii.ac.jp/books
NCID: https://ci.nii.ac.jp/ncid/BB11226731 : BB11226731
LC Control Number: 2012020360
https://lccn.loc.gov/2012020360