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Ronchetti, Elvezio
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Czellar, Veronika
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Dell'Aquila, Rosario
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Karolyi, G. Andrew
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Trojani, Fabio
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Journal of Empirical Finance
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Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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University of St. Gallen Department of Economics working paper series 2005
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Robust GMM analysis of models for the short rate process
Dell'Aquila, Rosario
;
Ronchetti, Elvezio
;
Trojani, Fabio
- In:
Journal of Empirical Finance
10
(
2003
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10005186012
Saved in:
2
Indirect robust estimation of the short-term interest rate process
Czellar, Veronika
;
Karolyi, G. Andrew
;
Ronchetti, Elvezio
- In:
Journal of Empirical Finance
14
(
2007
)
4
,
pp. 546-563
Persistent link: https://www.econbiz.de/10005194305
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