TY  - JOUR
TI  - Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model
AU  - Robert F. Engle
AU  - David M. Lilien
AU  - Russell P. Robins
JO  - Econometrica
PY  - 1987
VL  - 55
IS  - 2
DO  - 10.2307/1913242
UR  - https://doi.org/10.2307/1913242
ER  -