Alternative Estimators of the Cox, ingersoll and Ross Model of the Term Structure of Interest Rates: A Monte Carlo Comparison

Carlo Bianchi, Riccardo Cesari () and L. Panattoni

Working Papers from Banca Italia - Servizio di Studi

Keywords: econometrics (search for similar items in EconPapers)
Pages: 76 pages
Date: 1994
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Citations: View citations in EconPapers (4)

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