Non-parametric estimation of multi-factor Heath Jarrow Morton term structure models
Jeffrey, A., Kristensen, D., Linton, O., Nguyen, T. & Phillips, P. C. B.
(2004).
Non-parametric estimation of multi-factor Heath Jarrow Morton term structure models.
Journal of Financial Econometrics,
2(2), 251-289.
https://doi.org/10.1093/jjfinec/nbh010
| Item Type | Article |
|---|---|
| Departments |
LSE > Research Centres > STICERD LSE > Academic Departments > Economics |
| DOI | 10.1093/jjfinec/nbh010 |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1472 |