@article{econhot_econhot-cited-3f05ee5d33d1c233,
  title = {Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model},
  author = {Robert F. Engle and David M. Lilien and Russell P. Robins},
  journal = {Econometrica},
  year = {1987},
  volume = {55},
  number = {2},
  pages = {391},
  doi = {10.2307/1913242},
  url = {https://doi.org/10.2307/1913242}
}