Items where Author is "Jeffrey, Andrew"

Number of items: 4.
Article
  • Flexible term structure estimation: which method is preferred. Jeffrey, Andrew and Linton, Oliver and Nguyen, Thong
  • 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.
    • Working paper
  • 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 picture_as_pdf