Pages that link to "Item:Q737272"
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The following pages link to Box-Cox transforms for realized volatility (Q737272):
Displaying 4 items.
- Out of sample forecasts of quadratic variation (Q299250) (← links)
- Testing for the Box-Cox parameter for an integrated process (Q1942730) (← links)
- Box–Cox realized asymmetric stochastic volatility models with generalized Student's<i>t</i>-error distributions (Q5138133) (← links)
- Empirical likelihood for high frequency data (Q6626337) (← links)