Testing the Cox-Ingersoll-Ross term structure model : Australian evidence /

Testing the Cox-Ingersoll-Ross term structure model : Australian evidence /

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Bibliographic Details
Main Author: Hathaway, Neville J. (Neville John)
Corporate Author: University of Melbourne. Graduate School of Management
Format: Book
Language:English
Published: [Parkville, Vic.] : Graduate School of Management, University of Melbourne, 1989.
Series:Working paper (University of Melbourne. Graduate School of Management) ; 1989, no. 20.
Subjects:
Interest rates > Australia > Econometric models.
Description
Physical Description:[26] p. : ill. ; 31 cm.
Bibliography:Bibliography: p. 17-18.
ISBN:0732500796 :
ISSN:ISSN 0815-1032 ;

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