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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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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2002
Persistent link: https://www.econbiz.de/10001727120
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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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Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.; Yu, Jun - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
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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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Nonstationary continuous-time processes
Bandi, Federico M.; Phillips, Peter C. B. - 2010
Persistent link: https://www.econbiz.de/10003900634
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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
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Tilted nonparametric estimation of volatility functions with empirical applications
Xu, Ke-li; Phillips, Peter C. B. - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 4, pp. 518-528
Persistent link: https://www.econbiz.de/10009355632
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Tilted nonparametric estimation of volatility functions
Phillips, Peter C. B. (contributor); Xu, Ke-Li (contributor) - 2007
Persistent link: https://www.econbiz.de/10003723111
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Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B. (contributor); Yu, Jun (contributor) - 2007
Persistent link: https://www.econbiz.de/10003462516