Some issues on time varying risk premium in ARCH-m model

dc.contributor.author	Das, Samarjit
dc.date.accessioned	2012-05-01T16:00:30Z
dc.date.available	2012-05-01T16:00:30Z
dc.date.issued	2002-06
dc.identifier.citation	169p	en_US
dc.identifier.uri	http://hdl.handle.net/10263/3649
dc.description	This thesis is under the supervision of Prof.Nityananda Sarkar	en_US
dc.language.iso	en	en_US
dc.publisher	Indian Statistical Institute,Calcutta	en_US
dc.relation.ispartofseries	ISI Phd thesis;TH134
dc.subject	Arch-M model	en_US
dc.subject	Sensex data	en_US
dc.subject	Econometrics	en_US
dc.subject	Economics	en_US
dc.subject	Time series modelling	en_US
dc.title	Some issues on time varying risk premium in ARCH-m model	en_US
dc.type	Thesis	en_US