Items where Author is "Jeffrey, Andrew"
Number of items: 4.
Flexible term structure estimation: which method is preferable?
Jeffrey, Andrew and Linton, Oliver and Nguyen, Thong
Flexible term structure estimation: which method is preferred.
Jeffrey, Andrew and Linton, Oliver and Nguyen, Thong
Flexible term structure estimation:which method is preferred?
Jeffrey, Andrew and Linton, Oliver and Nguyen, Thong
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Non-parametric estimation of multi-factor Heath Jarrow Morton term structure models.
Jeffrey, Andrew and Kristensen, Dennis and Linton, Oliver and Nguyen, Thong and Phillips, Peter C. B.