Endogenous risk in rational-expectations commodity models: A multivariate generalized ARCH-M approach
| Year of publication: |
1998
|
|---|---|
| Authors: | Holt, Matthew T. ; Aradhyula, Satheesh V. |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 5.1998, 2, p. 99-129
|
| Publisher: |
Elsevier |