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

Francis X. Diebold , Glenn D. Rudebusch

15 janvier 2013

69,00 $

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Description

Langue

anglais

Pages

224

The Econometric and Tinbergen Institutes Lectures

Publié par: Princeton University Press

Dimensions à l’expédition: 8" H x 6" W x 1" L

ISBN: 9780691146805

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