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Asset Pricing with a Factor Arch Covariance Structure : Empirical Estimates for Treasury Bills / Robert F. Engle, Victor Ng, Michael Rothschild
- Format:
- Book
- Author/Creator:
- Engle, R. F. (Robert F.)
- Series:
- NBER technical working paper series ; no. t0065.
- NBER technical working paper series ; no. t0065
- Language:
- English
- Subjects (All):
- Treasury bills--Prices--Government policy.
- Treasury bills.
- Physical Description:
- 1 online resource
- Place of Publication:
- Cambridge, Mass. : National Bureau of Economic Research, 1988.
- Notes:
- "November 1988".
- OCLC:
- 71823304
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