Items where Author is "Bose, Arup"
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Number of items: 2.
Bose, Arup and Mukherjee, Kanchan (2009) Bootstrapping a weighted linear estimator of the ARCH parameters. Journal of Time Series Analysis, 30 (3). pp. 315-331. ISSN 0143-9782
Mukherjee, Kanchan and Bose, Arup (2003) Estimating the ARCH parameters by solving linear equations. Journal of Time Series Analysis, 24 (2). pp. 127-136. ISSN 0143-9782