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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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Persistent link: https://EconPapers.repec.org/RePEc:fth:banita:236

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