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

Das, SamarjitSarkar, Nityananda2011-08-052011-08-052000Sankhya,62.pt2,p327-344http://hdl.handle.net/10263/2334enARCHARCH-MBox-cox power transformationTime varying risk premiumAn arch in the nonlinear mean (Arch-NM) modelArticle