Joint cross-section time-series maximum likelihood estimation for the parameters of the Cox-Ingersoll-Ross bond pricing model
Phillip R. Daves and Michael C. Ehrhardt
| Year of publication: |
1993
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|---|---|
| Authors: | Daves, Phillip R. |
| Other Persons: | Ehrhardt, Michael C. (contributor) |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 28.1993, 2, p. 203-237
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| Subject: | Anleihe | Bond | CAPM | Risikoprämie | Risk premium | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| 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://ebvufind01.dmz1.zbw.eu/10001146307