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K. Mukherjee · Study
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Author
K. Mukherjee
2 works
· latest 2008
· 1 institutions
cluster: provisional
ORCID 0000-0001-5452-8124
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82
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2
03
08
Most cited in this library
ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS
2003 · 52 citations
M-ESTIMATION IN GARCH MODELS
2008 · 30 citations
Works
2 shown
M-ESTIMATION IN GARCH MODELS
Econometric Theory
·
2008
·
1 author
·
Open access
30
citations
ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS
Journal of Time Series Analysis
·
2003
·
2 authors
52
citations