Measuring risk in the mining sector with ARCH models with important observations on sample size

Journal of Empirical Finance

Volumn 3, Issue 4, 1996, Pages 369-391

  McClain, Katherine T ^a   Brett Humphreys, H ^a   Boscan, Atahualpa ^a  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

Financial risk; GARCH; Mining industry

Indexed keywords

EID: 0030525248     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(96)00006-0     Document Type: Article

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