Russell P. Robins

1. Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model
   1987/03/01 by Robert F. Engle, David M. Lilien, Russell P. Robins · 15 citations
   Economics, Econometrics and Finance · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Credit Risk and Financial Regulations