ESTIMATING TIME-VARYING RISK PREMIA IN THE TERM STRUCTURE - THE ARCH-M MODEL
ESTIMATING TIME-VARYING RISK PREMIA IN THE TERM STRUCTURE - THE ARCH-M MODEL
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DOI:
10.2307/1913242
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发表时间:
1987-03-01
期刊:
影响因子:
6.1
通讯作者:
ROBINS, RP
中科院分区:
文献类型:
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作者:
ENGLE, RF;LILIEN, DM;ROBINS, RP