Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/3913| Title: | An ARCH in the nonlinear mean(ARCH-NM) model |
| Authors: | Das, Samarjit Sarkar, Nityananda |
| Keywords: | ARCH ARCH-M Box cox power transformation Time varying risk premium |
| Issue Date: | 2000 |
| Citation: | Sankhya,Pt.62,p327-344 |
| URI: | http://hdl.handle.net/10263/3913 |
| Appears in Collections: | Mathematics and Statistics |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| AN ARCH IN THE NONLINEAR.pdf | 318.94 kB | Adobe PDF | View/Open |
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