AN APPLICATION OF THE STOCHASTIC GARCH-IN-MEAN MODEL TO RISK PREMIA IN THE LONDON METAL EXCHANGE
Author:
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9957.1991.tb01368.x/fullpdf
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3. The Efficiency of the London Metal Exchange: A Test with Overlapping and Non-Overlapping Data;Canarella;Journal of Banking and Finance,1986
4. Maximum Likelihood Estimation for Dependent Observations;Crowder;Journal of the Royal Statistical Society, Series B,1976
5. Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation;Engle;Econometrica,1982
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