An arch in the nonlinear mean (Arch-NM) model

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dc.contributor.authorDas, Samarjit
dc.contributor.authorSarkar, Nityananda
dc.date.accessioned2011-08-05T11:22:12Z
dc.date.available2011-08-05T11:22:12Z
dc.date.issued2000
dc.identifier.citationSankhya,62.pt2,p327-344en_US
dc.identifier.urihttp://hdl.handle.net/10263/2334
dc.language.isoenen_US
dc.subjectARCHen_US
dc.subjectARCH-Men_US
dc.subjectBox-cox power transformationen_US
dc.subjectTime varying risk premiumen_US
dc.titleAn arch in the nonlinear mean (Arch-NM) modelen_US
dc.typeArticleen_US

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