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The Robustness and Efficiency of Monetary Policy Rules as Guidelines for Interest Rate Setting by the European Central Bank
Monetary Policy Rules European Central Bank
2015/8/4
This paper examines the implications of recent research on monetary policy rules for
practical monetary policy making, with special emphasis on strategies for setting interest
rates by the European ...
Comparative and qualitative robustness for law-invariant risk measures
Law-invariant risk measure convex risk measure coherent risk measure Orlicz space qualitative robustness comparative robustness
2012/4/28
When estimating the risk of a P&L from historical data or Monte Carlo simulation, the robustness of the estimate is important. We argue here that Hampel's classical notion of qualitative robustness is...
Robustness and Contagion in the International Financial Network
Robustness Contagion International Financial Network
2011/7/25
Abstract: The recent financial crisis of 2008 and the 2011 indebtedness of Greece highlight the importance of understanding the structure of the global financial network. In this paper we set out to a...