Items where Author is "Phillips, Peter C. B."

Item Type No Grouping

Bimodal t-ratios: the impact of thick tails on inference. Fiorio, Carlo V. and Hajivassiliou, Vassilis and Phillips, Peter C. B.

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.