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Publication:2736956
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zbMath0978.62076MaRDI QIDQ2736956

Nityananda Sarkar, Samarjit Das

Publication date: 11 September 2001


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

ARCHARCH-MBox-Cox power transformationtime-varying risk premium


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)


Related Items (1)

RISK PERCEPTION AND EQUITY RETURNS: EVIDENCE FROM THE SPX AND VIX







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