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

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dc.contributor.authorDas, Samarjit
dc.contributor.authorSarkar, Nityananda
dc.date.accessioned2012-05-09T17:33:42Z
dc.date.available2012-05-09T17:33:42Z
dc.date.issued2000
dc.identifier.citationSankhya,Pt.62,p327-344en_US
dc.identifier.urihttp://hdl.handle.net/10263/3913
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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