Jul. 15, 1999

論文Article

CIR型金利モデルの統計的検証

刈屋武昭, 神薗健次

Testing the Validity of the Cox-Ingersoll-Ross Type Model for Japanese Interest Rates

Takeaki Kariya, Kenji Kamizono

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書誌情報Bibliographic information

Vol. 48, No. 3, 1997 , pp. 193-206
HERMES-IR（一橋大学機関リポジトリ）: https://doi.org/10.15057/21666