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~isPartOf:"Working paper series / Department of Economics, Auckland Business School, The University of Auckland"
~person:"Phillips, Peter C. B."
~subject:"Interest rate derivative"
~subject:"Stochastic process"
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Interest rate derivative
Stochastic process
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Phillips, Peter C. B.
Yu, Jun
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
Cowles Foundation discussion paper
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Journal of econometrics
7
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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ECONIS (ZBW)
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Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
-
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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3
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B.
-
1998
Persistent link: https://www.econbiz.de/10000997933
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