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

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

Matthew T. Holt; Satheesh V. Aradhyula
  • 作者Matthew T. Holt; Satheesh V. Aradhyula
  • 卷第5卷
  • 期第2期
  • 印刷ISSN0927-5398
  • 文件大小337.39KB
  • 发表时间1998
  • DOI10.1016/s0927-5398(97)00014-5
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