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Author Das, Samarjit ♦ Sarkar, Nityananda
Source ISI Kolkata
Content type Text
File Format PDF
Language English
Subject Domain (in DDC) Natural sciences & mathematics ♦ Mathematics
Subject Keyword ARCH ♦ ARCH-M ♦ Box cox power transformation ♦ Time varying risk premium
Education Level UG and PG
Learning Resource Type Article
Journal Sankhya Pt 62
Page Count 18
Starting Page 344
Ending Page 327