An application of the stochastic garch in mean model to risk premia in the London metal exchange
Stephen Hall
| Year of publication: |
1990
|
|---|---|
| Authors: | Hall, Stephen G. |
| Publisher: |
London |
| Subject: | ARCH-Modell | ARCH model | Risikoprämie | Risk premium | Großbritannien | United Kingdom | Theorie | Theory | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis |
| Extent: | 26 S |
|---|---|
| Series: | Discussion paper / Centre for Economic Forecasting. - London, ISSN 0969-6598, ZDB-ID 2254286-3. - Vol. 20-90 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 24 - 26 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000130882