Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/4880| Title: | Arch model with box-cox transformed dependent variable |
| Authors: | Sarkar, Nityananda |
| Keywords: | ARCH/GARCH model Box-Cox ARCH model Box-Cox transformation model (BC) Extended BCGARCH model extended BC transformation Lagrange multiplier test |
| Issue Date: | 2000 |
| Citation: | Statistics and Probability Letters, v 50, p 365-374 |
| URI: | http://hdl.handle.net/10263/4880 |
| Appears in Collections: | Mathematics and Statistics |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 186-AMWB-SPL-V50-P365-374.pdf | 1.71 MB | Adobe PDF | View/Open |
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