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subject:"Volatility"
~person:"Behrendt, Simon"
~subject:"Statistische Verteilung"
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Volatility
Statistische Verteilung
Box-Cox transformation
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Behrendt, Simon
Koopman, Siem Jan
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Structural breaks in Box-Cox transforms of realized volatility : a model selection perspective
Behrendt, Simon
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1905-1919
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