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Items where Author is "Jeffrey, Andrew"

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Number of items: 4.

Article

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

Monograph

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

Linton, Oliver, Jeffrey, Andrew and Nguyen, Thong (2001) Flexible term structure estimation : which method is preferred. FMG discussion papers; dp385. London School of Economics and Political Science, Financial Markets Group, London.

This list was generated on Wed Oct 16 14:43:21 2019 BST.