Estimating the Cox, ingersoll and Ross model of the term structure: a multivariate approach
Year of publication: |
1995
|
---|---|
Authors: | Berardi, Andrea |
Published in: |
Ricerche Economiche. - Elsevier, ISSN 0035-5054. - Vol. 49.1995, 1, p. 51-74
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Term structure, inflation, and real activity
Berardi, Andrea, (2009)
-
Term structure forecasts of long-term consumption growth
Berardi, Andrea, (2005)
-
Berardi, Andrea, (1998)
- More ...