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Please use this identifier to cite or link to this item: http://hdl.handle.net/10263/3649
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dc.contributor.authorDas, Samarjit-
dc.date.accessioned2012-05-01T16:00:30Z-
dc.date.available2012-05-01T16:00:30Z-
dc.date.issued2002-06-
dc.identifier.citation169pen_US
dc.identifier.urihttp://hdl.handle.net/10263/3649-
dc.descriptionThis thesis is under the supervision of Prof.Nityananda Sarkaren_US
dc.language.isoenen_US
dc.publisherIndian Statistical Institute,Calcuttaen_US
dc.relation.ispartofseriesISI Phd thesis;TH134-
dc.subjectArch-M modelen_US
dc.subjectSensex dataen_US
dc.subjectEconometricsen_US
dc.subjectEconomicsen_US
dc.subjectTime series modellingen_US
dc.titleSome issues on time varying risk premium in ARCH-m modelen_US
dc.typeThesisen_US
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