Consistent fitting of one - factor models to interest rate data

نویسنده

  • Wolfgang Stummer
چکیده

We describe a full maximum-likelihood fitting method of the popular single-factor Vasicek and Cox–Ingersoll–Ross models and carry this out for term-structure data from the UK and US. This method contrasts with the usual practice of performing a day-by-day fit. We also compare the results with some more crude econometric analyses on the same data sets. © 2000 Elsevier Science B.V. All rights reserved.

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تاریخ انتشار 2000