CIR型金利モデルの統計的検証

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

1999/07/15

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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