Cookies?
Library Header Image
LSE Research Online LSE Library Services

Items where Author is "Phillips, Peter C. B."

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 2.

Article

Fiorio, Carlo V., Hajivassiliou, Vassilis and Phillips, Peter C. B. (2010) Bimodal t-ratios: the impact of thick tails on inference. Econometrics Journal, 13 (2). pp. 271-289. ISSN 1368-4221

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

This list was generated on Mon Jul 15 07:21:40 2024 BST.