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Nguyen, Thong's
Scholarly Papers
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Aggregate Statistics |
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Total
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1,273 |
Total
Citations
8 |
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1.
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Jeffrey , Andrew
Yale School of Management Linton, Oliver B.
University of Cambridge Nguyen, Thong
affiliation not provided to SSRN
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Term Structure, yield curve estimation, curve fitting
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Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach
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Jeffrey , Andrew
Yale School of Management Linton, Oliver B.
University of Cambridge Nguyen, Thong
affiliation not provided to SSRN Phillips, Peter C. B.
Yale University - Cowles Foundation
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Posted:
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25 Aug 01
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Last Revised:
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27 Nov 03
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270
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Jeffrey , Andrew
Yale School of Management Linton, Oliver B.
University of Cambridge Nguyen, Thong
affiliation not provided to SSRN Phillips, Peter C. B.
Yale University - Cowles Foundation
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270
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4
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Measurement Error, Multifactor Model, Nonparametric Estimation, Volatility Structure
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