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Citations for "Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model"

by Engle, Robert F & Lilien, David M & Robins, Russell P

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  1. Robert F. Engle & Joshua Rosenberg, 1966. "Testing the Volatility Term Structure Using Option Hedging Criteria," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-24, New York University, Leonard N. Stern School of Business-.
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