@Article{kladivko,
  author = 	 {Kamil Kladivko},
  title = 	 {Maximum Likelihood Estimation of the Cox-Ingersoll-Ross Process: The MATLAB Implementation},
  journal = 	 {Technical Computing Prague},
  year = 	 {2007},
  OPTkey = 	 {},
  OPTvolume = 	 {},
  OPTnumber = 	 {},
  OPTpages = 	 {},
  OPTmonth = 	 {},
  OPTnote = 	 {},
  OPTannote = 	 {}
}

@article{Newey_West_1987, 
  title={A simple positive semi-definite heteroskedasticity and autocorrelation consistent covariance matrix}, 
  url={http://www.nber.org/papers/t0055.pdf}, 
  journal={Econometrica}, 
  publisher={National Bureau of Economic Research Cambridge, Mass., USA}, 
  author={Newey, W K and West, K D}, year={1987}
}


@book{james2000interest,
  title={Interest rate modelling},
  author={James, J. and Webber, N.},
  isbn={9780471975236},
  lccn={99087500},
  series={Wiley series in financial engineering},
  url={http://books.google.com.mx/books?id=\_KNzQgAACAAJ},
  year={2000},
  publisher={John Wiley \& Sons}
}

@book{lai2008statistical,
  title={Statistical models and methods for financial markets},
  author={Lai, T.L. and Xing, H.},
  isbn={9780387778266},
  lccn={2008930111},
  series={Springer texts in statistics},
  url={http://books.google.ca/books?id=DP4MrNH0rJQC},
  year={2008},
  publisher={Springer}
}

@article{chan1992empirical,
  title={An empirical comparison of alternative models of the short-term interest rate},
  author={Chan, K.C. and Karolyi, G.A. and Longstaff, F.A. and Sanders, A.B.},
  journal={Journal of Finance},
  pages={1209--1227},
  year={1992},
  publisher={JSTOR}
}

