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Applied Economics Letters Volume 8, 2001 - Issue 2
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Original Articles

Estimates of the continuous time Cox-Ingersoll-Ross term structure model: further results for the UK gilt-edged market

Purnendu Nath
&
K. Ben Nowman
Pages 85-88 | Published online: 06 Oct 2010

Citations (3)

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Read on this site (1)

Chiara Peroni. (2012) Testing linearity in term structures. Applied Financial Economics 22:8, pages 651-666.
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Articles from other publishers (2)

Önder BÜBERKÖKÜ. (2021) Stokastik Faiz Oranı Modelleri (CIR / Vasicek) ile Faiz Oranlarının Modellenmesi ve Getiri Eğrisi TahminiModelling Interest Rates, and Forecasting the Yield Curve with Stochastic Interest Rate Models (CIR and Vasicek). İzmir İktisat Dergisi 36:4, pages 893-911.
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Delphine Lautier. (2005) Term Structure Models of Commodity Prices. The Journal of Alternative Investments 8:1, pages 42-64.
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