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Please use this identifier to cite or link to this item: http://hdl.handle.net/10263/4880
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dc.contributor.authorSarkar, Nityananda-
dc.date.accessioned2012-11-19T09:40:42Z-
dc.date.available2012-11-19T09:40:42Z-
dc.date.issued2000-
dc.identifier.citationStatistics and Probability Letters, v 50, p 365-374en_US
dc.identifier.urihttp://hdl.handle.net/10263/4880-
dc.language.isoenen_US
dc.subjectARCH/GARCH modelen_US
dc.subjectBox-Cox ARCH modelen_US
dc.subjectBox-Cox transformation model (BC)en_US
dc.subjectExtended BCGARCH modelen_US
dc.subjectextended BC transformationen_US
dc.subjectLagrange multiplier testen_US
dc.titleArch model with box-cox transformed dependent variableen_US
dc.typeArticleen_US
Appears in Collections:Mathematics and Statistics

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