AN APPLICATION OF THE STOCHASTIC GARCH‐IN‐MEAN MODEL TO RISK PREMIA IN THE LONDON METAL EXCHANGE
- 21 September 1991
- journal article
- Published by Wiley in The Manchester School
- Vol. 59 (S1) , 57-71
- https://doi.org/10.1111/j.1467-9957.1991.tb01368.x
Abstract
No abstract availableKeywords
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