A Rational Expectations Model of Time Varying Risk Premia in Commodities Futures Markets: Theory and Evidence

DOI10.2307/2526954zbMath0775.90055OpenAlexW2047242452MaRDI QIDQ5287222

Stacie Beck

Publication date: 17 August 1993

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526954

Mathematics Subject Classification ID

Economic growth models (91B62)

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Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models ⋮ Adaptive expectations and commodity risk premiums

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