Jeffrey, Andrew, Kristensen, Dennis, Linton, Oliver, Nguyen, Thong and Phillips, Peter C. B. (2004) Non-parametric estimation of multi-factor Heath Jarrow Morton term structure models. Journal of Financial Econometrics, 2 (2). pp. 251-289. ISSN 1479-8409
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Identification Number: 10.1093/jjfinec/nbh010
| Item Type: | Article |
|---|---|
| Divisions: | STICERD Economics |
| Subjects: | H Social Sciences > HB Economic Theory |
| Date Deposited: | 27 Apr 2007 |
| Last Modified: | 15 Sep 2023 12:59 |
| URI: | http://eprints.lse.ac.uk/id/eprint/1472 |
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