Joint Cross-Section/Time-Series Maximum Likelihood Estimation for the Parameters of the Cox-Ingersoll-Ross Bond Pricing Model
Phillip R. Daves; Michael C. Ehrhardt
- 作者Phillip R. Daves; Michael C. Ehrhardt
- 卷第28卷
- 期第2期
- 文件大小1276.46KB
- 发表时间1993
- DOI10.1111/j.1540-6288.1993.tb01345.x
- 页码203-237