An ARCH in the nonlinear mean (ARCH-NM) model (Q2736956)
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scientific article; zbMATH DE number 1645042
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An ARCH in the nonlinear mean (ARCH-NM) model |
scientific article; zbMATH DE number 1645042 |
Statements
11 September 2001
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ARCH
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ARCH-M
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Box-Cox power transformation
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time-varying risk premium
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An ARCH in the nonlinear mean (ARCH-NM) model (English)
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