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Title: Some issues on time varying risk premium in ARCH-m model
Authors: Das, Samarjit
Keywords: Arch-M model
Sensex data
Time series modelling
Issue Date: Jun-2002
Publisher: Indian Statistical Institute,Calcutta
Citation: 169p
Series/Report no.: ISI Phd thesis;TH134
Description: This thesis is under the supervision of Prof.Nityananda Sarkar
Appears in Collections:Theses

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