4Ait - Sahalia, Y., 1996. "Testing Continuous - Time Models of the Spot Interest Rate." Review of Financial Studies, 9. pp. 385 - 426.
5Ait- Sahalia, Y., Kimmel, R., 2002. "Estimating Affine Multifactor Term Structure Models Using Closod - Form Likelihood Expansions." Working Paper, NBER.
6Chan,K.,Karolyi,G.,Longstaff. F. and .Sanders. A..1992. "An Empirical Comparision of Alternative Models of the Short - term Interest Rate." Journal of Finance,47:pp. 1 209- 1 227.
7Constantiniedes, G.M., 1992. "A Theory of the Nominal Term Structure of Interest Rates." Review of Financial Studies, 5, pp.531 - 552.
8Cox,J.C., Ingersoll, J.E.and Ross, S.A, 1985. "A Theory of the Term Stureture of Interest Rates. "Journal of Eeonometrios, 53,pp. 385 - 407.
9Das, S. ,2002. "The Surprise Element: Jumps in Interest Rates."Journal of Econometrics, 106, pp. 27 - 65.
10Duffie, D., Kan, R., 1996. "A Yield Factor Model of Interest Rates. " Mathematical Finance,6, pp.379 - 406.