Work

Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates

Year: 1993

Type: article

Source: The Journal of Fixed Income

DOI: 10.3905/jfi.1993.408090

Authors: Ren-Raw Chen, Louis Scott

Institutions: Rutgers, The State University of New Jersey, University of Georgia

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2000151764

FWCI: 13.53

Cites: 8

Cited by: 531

Related to: 10