• Title of article

    Measuring risk in the mining sector with ARCH models with important observations on sample size

  • Author/Authors

    Katherine T. McClain، نويسنده , , H. Brett Humphreys، نويسنده , , Atahualpa Boscan، نويسنده ,

  • Issue Information
    دوماهنامه با شماره پیاپی سال 1996
  • Pages
    23
  • From page
    369
  • To page
    391
  • Keywords
    Financial risk , Mining industry , GARCH
  • Journal title
    Journal of Empirical Finance
  • Serial Year
    1996
  • Journal title
    Journal of Empirical Finance
  • Record number

    130600