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Modeling speculative bubbles with diverse investor expectations
Phillips, Peter C. B. - In: Research in economics : an international review of economics 70 (2016) 3, pp. 375-387
Persistent link: https://www.econbiz.de/10011631179
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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - In: The review of financial studies 18 (2005) 2, pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
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Gaussian estimation of continuous time models of the short term interest rate
Yu, Jun; Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001596325
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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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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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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2003
Persistent link: https://www.econbiz.de/10001735077
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A Gaussian approach for continous time models of the short-term interest rate
Yu, Jun; Phillips, Peter C. B. - In: The econometrics journal 4 (2001) 4, pp. 210-224
Persistent link: https://www.econbiz.de/10001651353
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Asymptotic equivalence of OLS and GLS in regressions with integrated regressors
Phillips, Peter C. B.; Park, Joon Y. - 1987 - Rev
Persistent link: https://www.econbiz.de/10000760970
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Conditional and unconditional statistical independence
Phillips, Peter C. B. - In: Journal of econometrics 3 (1988), pp. 341-348
Persistent link: https://www.econbiz.de/10001046321
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Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.; Yu, Jun - In: The review of financial studies 22 (2009) 9, pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728