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subject:"Theory"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Phillips, Peter C. B."
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Phillips, Peter C. B.
Gallant, A. Ronald
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cowles Foundation discussion paper
104
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Journal of econometrics
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew
;
Kristensen, Dennis
;
Linton, Oliver
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
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