Empirical Analysis of the Yield Curve: The Information in the Data Viewed through the Window of Cox, Ingersoll, and Ross
| Year of publication: |
2002
|
|---|---|
| Authors: | Lamoureux, Christopher G. ; Witte, H.Douglas |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 57.2002, 3, p. 1479-1520
|