An ARCH in the nonlinear mean(ARCH-NM) model

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