Narrow search
Showing 1 - 2 of 2
Cover Image
A STATE-SPACE APPROACH TO ESTIMATE AND TEST MULTIFACTOR COX-INGERSOLL-ROSS MODELS OF THE TERM STRUCTURE
Geyer, Alois L. J.; Pichler, Stefan - In: Journal of Financial Research 22 (1999) 1, pp. 107-130
Persistent link: https://www.econbiz.de/10010889307
Cover Image
A State-Space Approach to Estimate and Test Multifactor Cox-Ingersoll-Ross Models of the Term Structure
Geyer, Alois L J; Pichler, Stefan - In: Journal of Financial Research 22 (1999) 1, pp. 107-30
Persistent link: https://www.econbiz.de/10008518772