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Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper, (2001)
Volatility estimates of the short term interest rate with an application to German data
Dankenbring, Henning, (1998)
Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald, (1997)
Application of the generalized method of moments for estimating continuous-time models of U.S. short-term interest rates
Cserna, Balázs, (2008)
Application of the Generalized Method of Moments for Estimating Continuous-Time Models of U.S. Short-Term Interest Rates