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Type de document
Institution
Collection spécifique
Langue
- Anglais (2)
Auteur
- Ronchetti, Elvezio (2)
- Trojani, Fabio (2)
- Dell'Aquila, Rosario (1)
Mot clé
- GMM estimators and tests (2)
- ARCH models (1)
- One factor models of interest rates (1)
- Robust estimation (1)
- Robust model selection (1)
- Robust testing (1)
- influence function (1)
- robust model selection (1)
- robustness of validity (1)