Endogenous risk in rational-expectations commodity models : a multivariate generalized ARCH-M approach
Matthew T. Holt ; Satheesh V. Aradhyula
| Year of publication: |
1998
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|---|---|
| Authors: | Holt, Matthew T. ; Aradhyula, Satheesh V. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 5.1998, 2, p. 99-129
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| Subject: | Rationale Erwartung | Rational expectations | Risiko | Risk | Geflügel | Poultry | Preis | Price | Schätzung | Estimation | USA | United States | 1966-1989 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of empirical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001374882