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