مرکز منطقه ای اطلاع رساني علوم و فناوري - Robust GMM analysis of models for the short rate process

Title of article :

Robust GMM analysis of models for the short rate process

Author/Authors :

Rosario DellʹAquila، نويسنده , , Elvezio Ronchetti، نويسنده , , Fabio Trojani، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2003

Pages :

From page :

373

To page :

397

Keywords :

GMM estimators and tests , One-factor models of interest rates , Robust estimation , Robust testing , Robust model selection

Journal title :

Journal of Empirical Finance

Serial Year :

2003

Journal title :

Journal of Empirical Finance

Record number :

130743

Link To Document :