Joint Cross-Section/Time-Series Maximum Likelihood Estimation for the Parameters of the Cox-Ingersoll-Ross Bond Pricing Model
- 1 May 1993
- journal article
- Published by Wiley in The Financial Review
- Vol. 28 (2) , 203-237
- https://doi.org/10.1111/j.1540-6288.1993.tb01345.x
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- An Analysis of Yield Curve NotesThe Journal of Finance, 1987
- A Theory of the Term Structure of Interest RatesEconometrica, 1985
- Valuation of GNMA Mortgage‐Backed SecuritiesThe Journal of Finance, 1981