Box-Cox transforms for realized volatility (Q737272): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2010.03.026 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2059353207 / rank
 
Normal rank

Revision as of 18:54, 19 March 2024

scientific article
Language Label Description Also known as
English
Box-Cox transforms for realized volatility
scientific article

    Statements

    Box-Cox transforms for realized volatility (English)
    0 references
    0 references
    0 references
    10 August 2016
    0 references
    realized volatility
    0 references
    Box-Cox transformation
    0 references
    Edgeworth expansions
    0 references

    Identifiers