Søkt på: Bøker av Glenn D. Rudebusch
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Yield Curve Modeling and Forecasting
Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, …
Business Cycles
This is the most sophisticated and up-to-date econometric analysis of business cycles now available. Francis Diebold and Glenn Rudebusch have long been acknowledged as leading …
Business Cycles
This is the most sophisticated and up-to-date econometric analysis of business cycles now available. Francis Diebold and Glenn Rudebusch have long been acknowledged as leading …
The Estimation of Macroeconomic Disequilibrium Models with Regime Classification Information
Estimation of Macroeconomic Disequilibrium Models with Regime Classification Information
Yield Curve Modeling and Forecasting
Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, …