Title of article
Endogenous risk in rational-expectations commodity models: A multivariate generalized ARCH-M approach
Author/Authors
Matthew T. Holt، نويسنده , , Satheesh V. Aradhyula، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 1998
Pages
31
From page
99
To page
129
Keywords
Supply response , Broiler market , Endogenous risk , Rational expectations , Multivariate GARCH-M models
Journal title
Journal of Empirical Finance
Serial Year
1998
Journal title
Journal of Empirical Finance
Record number
130622
Link To Document