Title:

Box-Cox Transforms for Realized Volatility

Authors:

Silvia Goncalves (U Montreal)
Nour Meddahi (Toulouse School of Economics)

Journal:

Journal of Econometrics

Year:

2011

Volume:

160

Pages:

129-144

JEL codes:

C58 - Financial Econometrics
G12 - Asset Pricing; Trading volume; Bond Interest Rates