Byers, S.L.; Ben Nowman, K. - In: Managerial Finance 27 (2001) 1/2, pp. 40-61
Refers to previous research on the empirical testing of continuous time, two factor short rate interest models by Chan, Karolyi, Longstaff and Sanders (1992), Vasicek (1997) and Cox, Ingersoll and Ross (1985); and the Nowman (1997, 2000) Gaussian estimation approach. Applies these ideas to...
