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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Econometric Institute research papers"
~person:"Spencer, Peter D."
~subject:"ARCH-Modell"
~subject:"United States"
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Spencer, Peter D.
McAleer, Michael
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Chang, Chia-Lin
10
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5
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Assessing the relation between equity risk premium and macroeconomic volatilities in the UK
Kizys, Renatas
(
contributor
);
Spencer, Peter D.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003481724
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2
Stochastic volatility in a macro-finance model of the US term structure of interest rates 1961 - 2004
Spencer, Peter D.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003583510
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