%0 Journal Article %1 Baillie1990 %A Baillie, Richard T. %A Bollerslev, Tim %D 1990 %J Journal of International Money and Finance %K imported %N 3 %P 309--324 %T A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets %U http://www.sciencedirect.com/science/article/B6V9S-458XK6D-T/1/389162bc9cf1bd8e87ee5a24eb7d876b %V 9

@article{Baillie1990, added-at = {2008-04-23T22:05:04.000+0200}, author = {Baillie, Richard T. and Bollerslev, Tim}, biburl = {https://www.bibsonomy.org/bibtex/253be311df57e4e3b582a2673d7feda4b/smicha}, interhash = {39e5a1fce79d91baa75b05fff7fd20b0}, intrahash = {53be311df57e4e3b582a2673d7feda4b}, journal = {Journal of International Money and Finance}, keywords = {imported}, month = Sep, number = 3, pages = {309--324}, timestamp = {2008-04-23T22:07:06.000+0200}, title = {A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets}, url = {http://www.sciencedirect.com/science/article/B6V9S-458XK6D-T/1/389162bc9cf1bd8e87ee5a24eb7d876b}, volume = 9, year = 1990 }