مرکز منطقه ای اطلاع رساني علوم و فناوري - Measuring risk in the mining sector with ARCH models with important observations on sample size

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 :

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

Link To Document :