Flexible term structure estimation: which method is preferred

Jeffrey, Andrew; Linton, Oliver; and Nguyen, Thong (2006) Flexible term structure estimation: which method is preferred. Metrika, 63 (1). pp. 99-122. ISSN 0026-1335
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Item Type Article
Departments STICERD
Economics
DOI 10.1007/s00184-005-0017-8
Date Deposited 22 Aug 2007
URI https://researchonline.lse.ac.uk/id/eprint/2696

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