About this scholarly article

Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model by Robert F. Engle, David M. Lilien and Russell P. Robins is a scholarly article available to read on EtoBox.

Author

Robert F. Engle, David M. Lilien and Russell P. Robins

Publisher

John Wiley and Sons; The Econometric Society; Blackwell Publishing Inc.; JSTOR (ISSN 0012-9682)

Published

1987