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http://hdl.handle.net/10263/3649| Title: | Some issues on time varying risk premium in ARCH-m model |
| Authors: | Das, Samarjit |
| Keywords: | Arch-M model Sensex data Econometrics Economics 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 |
| URI: | http://hdl.handle.net/10263/3649 |
| Appears in Collections: | Theses |
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