Sarkar, Nityananda2012-11-192012-11-192000Statistics and Probability Letters, v 50, p 365-374http://hdl.handle.net/10263/4880enARCH/GARCH modelBox-Cox ARCH modelBox-Cox transformation model (BC)Extended BCGARCH modelextended BC transformationLagrange multiplier testArch model with box-cox transformed dependent variableArticle