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~isPartOf:"Journal of financial econometrics"
~isPartOf:"Working paper series / Department of Economics, Auckland Business School, The University of Auckland"
~person:"Phillips, Peter C. B."
~subject:"Yield curve"
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Phillips, Peter C. B.
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Journal of financial econometrics
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
Cowles Foundation discussion paper
2
The econometrics journal
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The review of financial studies
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ECONIS (ZBW)
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Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
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2002
Persistent link: https://www.econbiz.de/10001727120
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2
Exact Gaussian estimation of continuous time models of the term structure of interest rates
Phillips, Peter C. B.
;
Yu, Jun
-
2000
Persistent link: https://www.econbiz.de/10001558290
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