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Journal of finance. 2002;57(3):1479-1520. doi: 10.1111/1540-6261.00467 Q19.52025

Empirical Analysis of the Yield Curve: The Information in the Data Viewed through the Window of Cox, Ingersoll, and Ross

Christopher G. Lamoureux; H. Douglas Witte

DOI: 10.1111/1540-6261.00467

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期刊名:Journal of finance

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ISSN:0022-1082

e-ISSN:1540-6261

IF/分区:9.5/Q1

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Empirical Analysis of the Yield Curve: The Information in the Data Viewed through the Window of Cox, Ingersoll, and Ross