Multi-factor Cox-Ingersoll-Ross models of the term structure : estimates and tests from a Kalman filter model
Ren-raw Chen; Louis Scott
| Year of publication: |
2003
|
|---|---|
| Authors: | Chen, Ren-Raw ; Scott, Louis O. |
| Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 27.2003, 2, p. 143-172
|
| Subject: | Zinsstruktur | Yield curve | Schätzung | Estimation | Theorie | Theory | USA | United States | Zustandsraummodell | State space model | 1960-1988 |
| Extent: | graph. Darst |
|---|---|
| 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://www.econbiz.de/10001788887