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Dr Kanchan Mukherjee

Senior Lecturer

Kanchan Mukherjee

Lancaster University

Fylde College

LA1 4YF

Lancaster

Tel: +44 1524 593945

  • Published

    R-estimators in GARCH models: asymptotics and applications

    Liu, H. & Mukherjee, K., 31/12/2021, In: The Econometrics Journal. 25, 1, p. 98-113 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  • Published

    Bootstrapping M-estimators in GARCH models

    Mukherjee, K., 1/09/2020, In: Biometrika. 107, 3, p. 753-760 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  • Published

    On the computation of R-estimators

    Mukherjee, K. & Wang, Y., 2014, Contemporary developments in statistical theory : a festschrift for Hira Lal Koul. Lahiri, S., Schick, A., SenGupta, A. & Sriram, T. N. (eds.). Switzerland: Springer, p. 279-288 10 p. (Springer Proceedings in Mathematics & Statistics ; vol. 68).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)peer-review

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