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A test of the Cox, Ingersoll, and Ross model of the term structure

M. R. Gibbons, Krishna Ramaswamy
DOI: 10.1093/rfs/6.3.619
Review of Financial Studies

Data up to Jan 2025

Published1993
Citations68
References0
Fields
EconomicsMathematicsComputer sciencePhysicsMaterials scienceHistoryEconometricsFinanceArchaeology

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