A note on the use of the Box-Cox transformation for financial data. (4th August 2020)
- Record Type:
- Journal Article
- Title:
- A note on the use of the Box-Cox transformation for financial data. (4th August 2020)
- Main Title:
- A note on the use of the Box-Cox transformation for financial data
- Authors:
- Kartsonakis-Mademlis, Dimitrios
Dritsakis, Nikolaos - Abstract:
- This paper tests whether the Box-Cox transformation reduces the problem of non-normality in financial data.
- Is Part Of:
- International journal of computational economics and econometrics. Volume 10:Number 4(2020)
- Journal:
- International journal of computational economics and econometrics
- Issue:
- Volume 10:Number 4(2020)
- Issue Display:
- Volume 10, Issue 4 (2020)
- Year:
- 2020
- Volume:
- 10
- Issue:
- 4
- Issue Sort Value:
- 2020-0010-0004-0000
- Page Start:
- 419
- Page End:
- 422
- Publication Date:
- 2020-08-04
- Subjects:
- ARIMA models -- Box-Cox transformation -- Box-Jenkins methodology -- normality -- stock market -- oil prices
Econometrics -- Periodicals
Economics -- Data processing -- Periodicals
330.01519505 - Journal URLs:
- http://www.inderscience.com/jhome.php?jcode=ijcee#issue ↗
http://www.inderscience.com/ ↗ - Languages:
- English
- ISSNs:
- 1757-1170
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 14114.xml