A Test of the Cox, Ingersoll, and Ross Model of the Term Structure.
| Year of publication: |
1992
|
|---|---|
| Authors: | Gibbons, M.R. ; Ramaswamy, K. |
| Institutions: | Rodney L. White Center for Financial Research, Wharton School of Business |
| Subject: | econometrics | economic models | evaluation |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 31 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005245210