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Nonparametric Estimation of A Multifactor Heath-Jarrow-Morton Model: An Integrated Approach
Journal of Financial Econometrics (2004)
  • Dennis Kristensen, Columbia University
  • Oliver Linton
  • Peter Phillips, Yale University
  • Andrew Jeffrey
  • Thong Nguyen
Disciplines
Publication Date
2004
Citation Information
Dennis Kristensen, Oliver Linton, Peter Phillips, Andrew Jeffrey, et al.. "Nonparametric Estimation of A Multifactor Heath-Jarrow-Morton Model: An Integrated Approach" Journal of Financial Econometrics (2004)
Available at: http://works.bepress.com/dennis_kristensen/8/