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Title

ESTIMATING TIME-VARYING RISK PREMIUM IN THE TERM STRUCTURE: THE ARCH-M MODEL

Pages

  391-407

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    APA: Copy

    ENGLE, R.F., LILIEN, D.M., & ROBINS, R.P.. (1987). ESTIMATING TIME-VARYING RISK PREMIUM IN THE TERM STRUCTURE: THE ARCH-M MODEL. ECONOMETRICA, 55(-), 391-407. SID. https://sid.ir/paper/597460/en

    Vancouver: Copy

    ENGLE R.F., LILIEN D.M., ROBINS R.P.. ESTIMATING TIME-VARYING RISK PREMIUM IN THE TERM STRUCTURE: THE ARCH-M MODEL. ECONOMETRICA[Internet]. 1987;55(-):391-407. Available from: https://sid.ir/paper/597460/en

    IEEE: Copy

    R.F. ENGLE, D.M. LILIEN, and R.P. ROBINS, “ESTIMATING TIME-VARYING RISK PREMIUM IN THE TERM STRUCTURE: THE ARCH-M MODEL,” ECONOMETRICA, vol. 55, no. -, pp. 391–407, 1987, [Online]. Available: https://sid.ir/paper/597460/en

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    مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
    مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
    مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
    مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
    مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
    مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
    مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
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