Box-Cox transforms for realized volatility (Q737272)

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Box-Cox transforms for realized volatility
scientific article

    Statements

    title
    Box-Cox transforms for realized volatility (English)
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    author
    Sílvia Gonçalves
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    Nour Meddahi
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    publication date
    10 August 2016
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    zbMATH Keywords
    realized volatility
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    Box-Cox transformation
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    Edgeworth expansions
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62E20
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    62P05
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    zbMATH DE Number
    6610568
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