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Search: subject:"Box–Cox transformation"
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Box-Cox transformation
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International Journal of Energy Economics and Policy : IJEEP
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A general family of autoregressive conditional duration models applied to high-frequency financial data
Cunha, Danúbia R.
;
Vila, Roberto
;
Saulo, Helton
; …
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
3/45
,
pp. 1-20
by using a
Box-Cox
transformation
with a shape parameter lambda to the conditional median dynamics and an asymmetric …
Persistent link: https://www.econbiz.de/10012174138
Saved in:
2
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
-
2019
Persistent link: https://www.econbiz.de/10012431202
Saved in:
3
The performance of hybrid ARIMA-GARCH modeling and forecasting oil price
Dritsaki, Chaido
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 14-21
Persistent link: https://www.econbiz.de/10011881162
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