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Endogenous risk in rational-expectations commodity models: A multivariate generalized ARCH-M approach

✍ Scribed by Matthew T. Holt; Satheesh V. Aradhyula

Book ID: 117628297
Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 337 KB
Volume: 5
Category: Article
ISSN: 0927-5398
DOI: 10.1016/s0927-5398(97)00014-5

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