Asset pricing with a factor arch covariance structure : empirical estimates for treasury bills

著者

• Engle, R. F. (Robert F.)
• Ng, Victor
• Rothschild, Michael
• National Bureau of Economic Research

書誌事項

Asset pricing with a factor arch covariance structure : empirical estimates for treasury bills

Robert F. Engle, Victor Ng, Michael Rothschild

（NBER technical paper series, technical working paper no. 65）

National Bureau of Economic Research, 1988

詳細情報

• NII書誌ID(NCID): BA23078066
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Cambridge, MA
• ページ数/冊数: 31 p.
• 大きさ: 23 cm
• 親書誌ID:
  • BA23077948