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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=139498
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