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A test of the Cox, Ingersoll, and Ross model of the term structure
Gibbons, Michael R.
- In:
The review of financial studies
6
(
1993
)
3
,
pp. 619-658
Persistent link: https://www.econbiz.de/10001159893
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A recursive parameter estimation technique for term structure models
Chua, Choong Tze
;
Ramaswamy, Krishna
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 97-110
Persistent link: https://www.econbiz.de/10008858595
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