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Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model
Robert F. Engle, David M. Lilien and Russell P. RobinsVolume:
55
Language:
english
Journal:
Econometrica
DOI:
10.2307/1913242
Date:
March, 1987
File:
PDF, 370 KB
english, 1987