Title of article
Arch model with Box–Cox transformed dependent variable
Author/Authors
Nityananda Sarkar، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2000
Pages
10
From page
365
To page
374
Keywords
Box{Cox (BC) transformation , Extended BCGARCH model , ARCH/GARCH model , Lagrange multiplier test , Box{Cox ARCH model , Extended BC transformation
Journal title
Statistics and Probability Letters
Serial Year
2000
Journal title
Statistics and Probability Letters
Record number
139498
Link To Document