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