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Author Sarkar, Nityananda
Source ISI Kolkata
Content type Text
File Format PDF
Language English
Subject Domain (in DDC) Natural sciences & mathematics ♦ Mathematics
Subject Keyword ARCH/GARCH model ♦ Box-Cox ARCH model ♦ Box-Cox transformation model (BC) ♦ Extended BCGARCH model ♦ extended BC transformation ♦ Lagrange multiplier test
Education Level UG and PG
Learning Resource Type Article
Journal Statistics and Probability Letters
Volume Number 50
Page Count 10
Starting Page 365
Ending Page 374