مرکز منطقه ای اطلاع رساني علوم و فناوري - Endogenous risk in rational-expectations commodity models: A multivariate generalized ARCH-M approach

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 :

From page :

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 :