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

Das, SamarjitSarkar, Nityananda2012-05-092012-05-092000Sankhya,Pt.62,p327-344http://hdl.handle.net/10263/3913enARCHARCH-MBox cox power transformationTime varying risk premiumAn ARCH in the nonlinear mean(ARCH-NM) modelArticle