A state-space approach to estimate and test multifactor cox-ingersoll-ross models of the term structure

Journal of Financial Research

Volumn 22, Issue 1, 1999, Pages 107-130

  Geyer, Alois L J ^a   Pichler, Stefan ^b  

^a VIENNA UNIVERSITY OF ECONOMICS AND BUSINESS   (Austria)

^b VIENNA UNIVERSITY OF TECHNOLOGY   (Austria)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77953671404     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.1999.tb00717.x     Document Type: Article

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