Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/2334Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Das, Samarjit | - |
| dc.contributor.author | Sarkar, Nityananda | - |
| dc.date.accessioned | 2011-08-05T11:22:12Z | - |
| dc.date.available | 2011-08-05T11:22:12Z | - |
| dc.date.issued | 2000 | - |
| dc.identifier.citation | Sankhya,62.pt2,p327-344 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10263/2334 | - |
| dc.language.iso | en | en_US |
| dc.subject | ARCH | en_US |
| dc.subject | ARCH-M | en_US |
| dc.subject | Box-cox power transformation | en_US |
| dc.subject | Time varying risk premium | en_US |
| dc.title | An arch in the nonlinear mean (Arch-NM) model | en_US |
| dc.type | Article | en_US |
| Appears in Collections: | Mathematics and Statistics | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SAN-62-SERIES-B-PT2-2000-P327-344.pdf | 318.94 kB | Adobe PDF | View/Open |
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