Estimating the Cox, Ingersoll and Ross model of the term structure: a multivariate approach

Authors
Berardi, Andrea
Citation
Andrea Berardi, Estimating the Cox, Ingersoll and Ross model of the term structure: a multivariate approach, Ricerche economiche, 49(1), 1995, pp. 51-74
Journal title
Ricerche economiche
ISSN journal
00355054 → ACNP
Volume
49
Issue
1
Year of publication
1995
Part
March
Pages
51 - 74
Database
ESSPER
SICI code
0035-5054(1995)49:1<51:ETCIAR>2.0.ZU;2-8