A STATE-SPACE APPROACH TO ESTIMATE AND TEST MULTIFACTOR COX-INGERSOLL-ROSS MODELS OF THE TERM STRUCTURE
1999 ◽
Vol 22
(1)
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pp. 107-130
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1987 ◽
Vol 18
(5)
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pp. 913-925
Keyword(s):
1982 ◽
Vol 129
(3)
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pp. 89
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Keyword(s):
2009 ◽
Vol 36
(3)
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pp. 193-206
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Keyword(s):
2020 ◽
Vol 9
(11)
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pp. 9769-9780