Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/3913Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Das, Samarjit | - |
| dc.contributor.author | Sarkar, Nityananda | - |
| dc.date.accessioned | 2012-05-09T17:33:42Z | - |
| dc.date.available | 2012-05-09T17:33:42Z | - |
| dc.date.issued | 2000 | - |
| dc.identifier.citation | Sankhya,Pt.62,p327-344 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10263/3913 | - |
| 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 | |
|---|---|---|---|---|
| AN ARCH IN THE NONLINEAR.pdf | 318.94 kB | Adobe PDF | View/Open |
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