Estimating the Cox, Ingersoll and Ross model of the term structure : a multivariate approach
Andrea Berardi
| Year of publication: |
1995
|
|---|---|
| Authors: | Berardi, Andrea |
| Published in: |
Ricerche economiche. - London [u.a.] : Academic Press, ISSN 0035-5054, ZDB-ID 861227-4. - Vol. 49.1995, 1, p. 51-74
|
| Subject: | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Italien | Italy |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001185034