A Test of the Cox, Ingersoll, and Ross Model of the Term Structure
| Year of publication: |
1993
|
|---|---|
| Authors: | Gibbons, Michael R. ; Ramaswamy, Krishna |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 6.1993, 3, p. 619-658
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