Endogenous risk in rational-expectations commodity models:...

Journal of Empirical Finance 1998 Vol. 5; Iss. 2

Endogenous risk in rational-expectations commodity models: A multivariate generalized ARCH-M approach

Matthew T. Holt, Satheesh V. Aradhyula
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
5
Year:
1998
Language:
english
DOI:
10.1016/s0927-5398(97)00014-5
File:
PDF, 337 KB
english, 1998
Conversion to is in progress
Conversion to is failed