Asset pricing with a factor-arch covariance structure : Empirical estimates for treasury bills
| Year of publication: |
1990
|
|---|---|
| Authors: | Engle, Robert F. ; Ng, Victor K. ; Rothschild, Michael |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 45.1990, 1-2, p. 213-237
|
| Publisher: |
Elsevier |