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

DOI10.1016/0035-5054(95)90010-1zbMath0831.90035OpenAlexW1967883323MaRDI QIDQ4846713

Andrea Berardi

Publication date: 4 September 1995

Published in: Ricerche Economiche (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0035-5054(95)90010-1

zbMATH Keywords

term structurebond pricingmultivariate nonlinear least squares procedure

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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