Measuring risk in the mining sector with ARCH models with important observations on sample size
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference23 articles.
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3. Why haven't nominal rates declined?;Bodie;Financial Analysts Journal,1984
4. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986
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