A State-Space Approach to Estimate and Test Multifactor Cox-Ingersoll-Ross Models of the Term Structure
| Year of publication: |
1999
|
|---|---|
| Authors: | Geyer, Alois L J ; Pichler, Stefan |
| Published in: |
Journal of Financial Research. - Southern Finance Association - SFA, ISSN 0270-2592. - Vol. 22.1999, 1, p. 107-30
|
| Publisher: |
Southern Finance Association - SFA Southwestern Finance Association - SWFA |