AN APPLICATION OF THE STOCHASTIC GARCH-IN-MEAN MODEL TO RISK PREMIA IN THE LONDON METAL EXCHANGE

被引：0

作者：

HALL, SG ^{[1
]}

机构：

[1] BANK ENGLAND,LONDON,ENGLAND

来源：

MANCHESTER SCHOOL OF ECONOMIC AND SOCIAL STUDIES | 1991年 / 59卷

关键词：

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：57 / 71

页数：15

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