Endogenous risk in rational-expectations commodity models: A multivariate generalized ARCH-M approach
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 11582637. - Vol. 5.1998, 2, p. 99-130
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