Article

Box–Cox Transforms for Realized Volatility

Silvia Goncalves, and Nour Meddahi

Reference

Silvia Goncalves, and Nour Meddahi, “Box–Cox Transforms for Realized Volatility”, Journal of Econometrics, vol. 160, n. 1, January 2011, pp. 129–144.

Published in

Journal of Econometrics, vol. 160, n. 1, January 2011, pp. 129–144