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
25
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