Premium
GARCH‐M Estimates of Variable Risk Premia for 180‐day Australian Bank Bills*
Author(s) -
McDONALD A. DAVID,
KENDALL JON D.,
RIDLEY TIM LA.
Publication year - 1993
Publication title -
economic record
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.365
H-Index - 42
eISSN - 1475-4932
pISSN - 0013-0249
DOI - 10.1111/j.1475-4932.1993.tb01794.x
Subject(s) - risk premium , autoregressive conditional heteroskedasticity , economics , risk aversion (psychology) , variable (mathematics) , constant (computer programming) , econometrics , actuarial science , financial economics , mathematics , expected utility hypothesis , volatility (finance) , computer science , mathematical analysis , programming language