A State-Space Approach to estimate and test Multi-Factor Cox-Ingersoll-Ross Models of the Term Structure

Publication: Scientific journal › Journal article › peer-review

Original language	English
Journal	Journal of Financial Research
Publication status	Published - 1999

Cite this

@article{0068b0be9e8c4d8e8a1ea59182be9b3c,

title = "A State-Space Approach to estimate and test Multi-Factor Cox-Ingersoll-Ross Models of the Term Structure",

author = "Alois Geyer and Stefan Pichler",

year = "1999",

language = "English",

journal = "Journal of Financial Research",

issn = "0270-2592",

publisher = "Wiley-Blackwell Publishing Ltd",

}