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Testing the Box-Cox Parameter for an Integrated Process

Testing the Box-Cox Parameter for an Integrated Process
Digital文書・図像類
Huang, Jian, Kobayashi, Masahito, McAleer, MichaelInstitute of Economic Research, Kyoto University2010-12KIER Discussion Paper750
Available onlineOther Libraries in Japan
  • Summary, etc.This paper analyses the constant elasticity of volatility (CEV) model suggested by Chan...
  • Subject Heading...rownian Motion Constant Elasticity of Volatility Mean Reversion Nonstandard di...

Testing the Box-Cox Parameter in an Integrated Process

Testing the Box-Cox Parameter in an Integrated Process
Paper文書・図像類
Huang, Jian, Kobayashi, Masahito, McAleer, Michael日本経済国際共同センター2009-09Discussion paper series. CIRJE-FCIRJE-F-661
Other Libraries in Japan
  • Subject Heading...rownian motion constant elasticity of volatility mean reversion nonstandard di...

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