scientific article; zbMATH DE number 6131076

zbMath1279.91001MaRDI QIDQ4903819

Francis X. Diebold, Glenn D. Rudebusch

Publication date: 28 January 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

yield curveNelson-Siegel curvemacro-financearbitrage-free term structure modeldynamic Nelson-Siegel modelyield factors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Financial applications of other theories (91G80) Interest rates, asset pricing, etc. (stochastic models) (91G30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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