A note on the use of the Box-Cox transformation for financial data Online publication date: Thu, 29-Oct-2020
by Dimitrios Kartsonakis-Mademlis; Nikolaos Dritsakis
International Journal of Computational Economics and Econometrics (IJCEE), Vol. 10, No. 4, 2020
Abstract: This paper tests whether the Box-Cox transformation reduces the problem of non-normality in financial data.
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