//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"McAleer, Michael"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Box–Cox transformation"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Box-Cox transformation
4
Mean Reversion
4
Nonstandard distribution
4
Brownian Motion
3
Constant Elasticity of Volatility
3
Mean reversion
2
Box-Cox-Transformation
1
Box–Cox transformation
1
Brownian motion
1
Constant elasticity of volatility
1
Statistical distribution
1
Statistical test
1
Statistische Verteilung
1
Statistischer Test
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
brownian motion
1
constant eElasticity of volatility
1
mean reversion
1
nonstandard distribution
1
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Book / Working Paper
5
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
3
Undetermined
3
Author
All
McAleer, Michael
Huang, Jian
6
Kobayashi, Masahito
6
Hsing, Yu
5
Bazen, Stephen
3
Falk, Martin
3
Joutard, Xavier
3
Magdalou, Brice
3
Maurer, Raimond
3
Nawata, Kazumitsu
3
Pitzer, Martin
3
Sebastian, Steffen
3
Clements, Adam
2
Cunha, Danúbia R.
2
Fernandez, Rodrigo Nobre
2
Fitzenberger, Bernd
2
Gonzalez-Perez, Maria T.
2
Gracia, Azucena
2
Guerrero, David E.
2
Huang, Chung L.
2
Koebel, Bertrand M.
2
Lin, Biing-Hwan
2
Okunade, Albert A.
2
Osmani, Ahmad Reshad
2
Perez y Perez, Luis
2
Perez, Luis Perez y
2
Planas, Christophe
2
Preve, Daniel P. A.
2
Proietti, Tommaso
2
Rossi, Alessandro
2
Royo, Azucena Gracia
2
Sanjuan, Ana I.
2
Saulo, Helton
2
Tran, Kien C.
2
Vila, Roberto
2
Wilke, Ralf A.
2
Yang, Zhenlin
2
Alhajhoj, Hassan R.
1
Aristei, David
1
Atkinson, Anthony C.
1
more ...
less ...
Institution
All
Department of Economics and Finance, College of Business and Economics
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Institute of Economic Research, Kyoto University
1
Published in...
All
Documentos de Trabajo del ICAE
1
Econometric Institute Research Papers
1
KIER Working Papers
1
Mathematics and Computers in Simulation (MATCOM)
1
Working Papers in Economics
1
Working paper
1
Source
All
RePEc
5
ECONIS (ZBW)
1
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing the Box-Cox Parameter for an Integrated Process
McAleer, Michael
;
Huang, Jian
;
Kobayashi, Masahito
-
Facultad de Ciencias Económicas y Empresariales, …
-
2011
without mean reversion is shown to be the inverse
Box-Cox
transformation
of integrated processes asymptotically. It is …
Persistent link: https://www.econbiz.de/10009141349
Saved in:
2
Testing the Box-Cox Parameter for an Integrated Process
McAleer, Michael
;
Huang, Huang, J.
;
Kobayashi, Kobayashi, M.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2011
without mean reversion is shown to be the inverse
Box-Cox
transformation
of integrated processes asymptotically. It is …
Persistent link: https://www.econbiz.de/10010837975
Saved in:
3
Testing the Box-Cox Parameter for an Integrated Process
Huang, Jian
;
Kobayashi, Masahito
;
McAleer, Michael
-
Institute of Economic Research, Kyoto University
-
2010
without mean reversion is shown to be the inverse
Box-Cox
transformation
of integrated processes asymptotically. It is …
Persistent link: https://www.econbiz.de/10008763554
Saved in:
4
Testing for the Box–Cox parameter for an integrated process
Huang, Jian
;
Kobayashi, Masahito
;
McAleer, Michael
- In:
Mathematics and Computers in Simulation (MATCOM)
83
(
2012
)
C
,
pp. 1-9
Finance 47 (1992) 1209–1227]. The CEV model without mean reversion is shown to be the inverse
Box–Cox
transformation
of …
Persistent link: https://www.econbiz.de/10010870679
Saved in:
5
Testing the Box-Cox parameter for an integrated process
Huang, Jian
;
Kobayashi, Masahito
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760495
Saved in:
6
Testing the Box-Cox Parameter for an Integrated Process
Huang, Jian
;
Kobayashi, Masahito
;
McAleer, Michael
-
Department of Economics and Finance, College of …
-
2010
without mean reversion is shown to be the inverse
Box-Cox
transformation
of integrated processes asymptotically. It is …
Persistent link: https://www.econbiz.de/10008765702
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->