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~subject:"Öffentliche Anleihe"
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Öffentliche Anleihe
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00.05.1991
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1949-1990
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1987
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Engle, Robert F.
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Ng, Victor K.
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ECONIS (ZBW)
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Asset pricing with a factor-ARCH covariance structure : empirical estimates for treasury bills
Engle, Robert F.
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 213-237
Persistent link: https://www.econbiz.de/10001332074
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Asset pricing with a factor arch covariance structure : empirical estimates for treasury bills
Engle, Robert F.
-
1988
Persistent link: https://www.econbiz.de/10013452057
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