Items where Author is "Jeffrey, Andrew"

Jeffrey, Andrew, Linton, Oliver and Nguyen, Thong (2006) Flexible term structure estimation: which method is preferred. Metrika, 63 (1). pp. 99-122. ISSN 0026-1335

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

Jeffrey, Andrew, Linton, Oliver and Nguyen, Thong (2001) Flexible term structure estimation: which method is preferable? Discussion papers (513). Financial Markets Group, The London School of Economics and Political Science, London, UK. (Submitted)

Jeffrey, Andrew, Linton, Oliver and Nguyen, Thong (2001) Flexible term structure estimation: which method is preferred? Financial Markets Group Discussion Papers (513). Financial Markets Group, The London School of Economics and Political Science, London.