A State-Space Approach to Estimate and Test Multifactor Cox-Ingersoll-Ross Models of the Term Structure
| Year of publication: |
1999
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| Authors: | Geyer, Alois L.J. ; Pichler, Stefan |
| Published in: |
The journal of financial research : a publ. of the School of Business Administration, Georgetown University. - Malden, Mass. [u.a.] : Blackwell Publishing, ISSN 0270-2592, ZDB-ID 8753532. - Vol. 22.1999, 1, p. 107
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