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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
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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
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