"Term Structure Modeling and Forecasting Using the Nelson-Siegel Model"

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Book	Author(s)	Year	Publisher
Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach	Francis X. Diebold; Glenn D. Rudebusch	2013	Princeton University Press
Electrical load forecasting: modeling and model construction /	Soliman, S. A.; Alkandari, Ahmad M.	©2010.	Butterworth-Heinemann,
Interest Rate, Term Structure, and Valuation Modeling	Frank J. Fabozzi	2002	John Wiley & Sons
Zero Lower Bound Term Structure Modeling	Leo Krippner	2015	Palgrave Macmillan
Term-Structure Models Using Binomial Trees	Gerald W. Buetow Jr; James Sochacki	November 15, 2001	The Research Foundation of AIMR (CFA Institute)
Asset pricing model specification and the term structure evidence	Terry A. Marsh	1985	Massachusetts Institute of Technology, Alfred P. Sloan School of Management
Term Structure Modeling and Estimation in a State Space Framework	Wolfgang Lemke	2006	Springer Berlin Heidelberg
Zero Lower Bound Term Structure Modeling: A Practitioner’s Guide	L. Krippner	2015	Palgrave Macmillan US
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models	G. Gregoriou; R. Pascalau	2011	Palgrave Macmillan UK
Dynamic Term Structure Modeling: The Fixed Income Valuation Course + CD-ROM	Sanjay K. Nawalkha	2007	John Wiley & Sons
The Wharton econometric forecasting model	Michael K. Evans, Lawrence R. Klein	1967	Economics Research Unit, Dept. of Economics, Wharton School of Finance and Commerce, University of Pennsylvania
The Wharton econometric forecasting model	Michael K. Evans	1967	Economics Research Unit, Dept. of Economics, Wharton School of Finance and Commerce, University of Pennsylvania
Forecasting mesoscale winds on complex terrain using a simple diagnostic model	Renwick M. Mohammed	2000	Naval Postgraduate School;Available from National Technical Information Service
Modeling and Forecasting Primary Commodity Prices	Walter C. Labys	2006	Routledge
Modeling and Forecasting Demand in Tourism	Stephen F. Witt; Christine Witt	December 1991	Academic Press;Academic
Modeling and forecasting primary commodity prices /	Labys, Walter C.,	c2006.	Ashgate,
The Wharton annual and industry forecasting model	Ross S. Preston	1972	Economics Research Unit, University of Pennsylvania
Financial Forecasting, Analysis and Modelling - A Framework for Long-Term Forecasting	Michael Samonas MSc and PhD,	2015	John Wiley & Sons
Methods of Long-Term Planning and Forecasting	T S Khachaturov	1st ed. 1976	Palgrave Macmillan UK
Short-term planning and forecasting for petroleum	Ronald D. Elkins	1988	Naval Postgraduate School
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Chapter	Author(s)	Book	Book Authors	Year	Publisher
Term Structure Modeling and Forecasting Using the Nelson-Siegel Model	Jian Hua	Handbook of Financial Econometrics and Statistics	Cheng-Few Lee; John C. Lee	2015	Springer New York
The Nelson Siegel term structure approximation		Financial Numerical Recipes in C++	Bernt Arne Ødegaard	2014	Bernt Arne Ødegaard
1512 The Nelson-Siegel Model		Futures And Options: Concepts And Applications	Sunil K. Parameswaran	2009	Mc Graw Hill India
Modeling Nelson–Siegel Yield Curve Using Bayesian Approach	Sourish Das	New Perspectives and Challenges in Econophysics and Sociophysics	Frédéric Abergel; Bikas K. Chakrabarti; Anirban Chakraborti; Nivedita Deo; Kiran Sharma	1st ed. 2019	Springer International Publishing
B1 The Nelson-Siegel-Svensson Model		Advances in Retirement Investing	Lionel Martellini; Vincent Milhau	2020	Cambridge University Press
Dynamic Nelson-Siegel		Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach	Francis X. Diebold; Glenn D. Rudebusch	2013	Princeton University Press
Some Remarks on the Nelson–Siegel Model	Lajos Horváth	Functional and High-Dimensional Statistics and Related Fields	Germán Aneiros; Ivana Horová; Marie Hušková; Philippe Vieu	1st ed. 2020	Springer International Publishing
Term Structure Modeling Using Exponential Splines	Oldrich A. Vasicek; H. Gifford Fong	Finance, Economics and Mathematics	Oldrich A Vasicek	2015	John Wiley & Sons
The Short-term Forecasting Model	A. R. G. Heesterman	Forecasting Models for National Economic Planning	Aaart R. Heesterman	2nd ed. 1972	Springer Netherlands
The Short-Term Forecasting Model	A. R. G. Heesterman	Forecasting models for national economic planning	A. R. G. Heesterman	1970	Springer Netherlands
Arbitrage-Free Nelson-Siegel		Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach	Francis X. Diebold; Glenn D. Rudebusch	2013	Princeton University Press
2. Dynamic Nelson-Siegel		Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach	Francis X. Diebold; Glenn D. Rudebusch	2013	Princeton University Press
Extended Nelson Siegel models		Financial Numerical Recipes in C++	Bernt Arne Ødegaard	2014	Bernt Arne Ødegaard
Term Structure Model	B. Philipp Kellerhals	Asset Pricing: Modeling and Estimation	B.Philipp Kellerhals	2nd ed. 2004	Springer Berlin Heidelberg
Term Structure Model	B. Philipp Kellerhals	Financial Pricing Models in Continuous Time and Kalman Filtering	B.Philipp Kellerhals	2001	Springer Berlin Heidelberg
4 Modeling the term structure	A.R. Pagan; A.D. Hall; V. Martin	Statistical Methods in Finance	G.S. Maddala and C.R. Rao	1996	Elsevier
22 Modeling the Term Structure		Financial Modeling	Simon Benninga	2014	The MIT Press
27 - Modeling the Term Structure		Financial modeling: [uses Excel]. With a section on Visual Basic for applications / by Benjamin Czaczkes	Simon Benninga; Benjamin Czaczkes	2008	MIT Press
27 - Modeling the Term Structure		Financial Modeling, 3rd Edition	Simon Benninga	2008	MIT Press
The Nelson–Siegel–Svensson No-Arbitrage Yield Curve Model	Gennady A. Medvedev	Yield Curves and Forward Curves for Diffusion Models of Short Rates	Gennady A. Medvedev	1st ed. 2019	Springer International Publishing
Chapter	Author(s)	Book	Book Authors	Year	Publisher

Showing 1 to 20 of 100 entries

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