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Non-parametric estimation of multi-factor Heath Jarrow Morton term structure models

By Andrew Jeffrey, Dennis Kristensen, Oliver Linton, Thong Nguyen and Peter C. B. Phillips
Topics: HB Economic Theory
Year: 2004
DOI identifier: 10.1093/jjfinec
OAI identifier: oai:eprints.lse.ac.uk:1472
Provided by: LSE Research Online
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