Box–Cox transforms for realized volatility

Journal of Econometrics 2011 Vol. 160; Iss. 1

Box–Cox transforms for realized volatility

Sílvia Gonçalves, Nour Meddahi
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Volume:
160
Year:
2011
Language:
english
Pages:
16
DOI:
10.1016/j.jeconom.2010.03.026
File:
PDF, 2.52 MB
english, 2011
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