Bhattacharyya, Malay; Madhav R, Siddarth - Volkswirtschaftliche Fakultät, … - 2012
, Johnson SU, Manly’s exponential transformation, normal and t-distributions. In the second ap- proach, the ARMA-GARCH process … transformations such as John-Draper, Bickel-Doksum, Manly, Yeo-Johnson and certain combinations of the above. The first approach …