2024-03-28T15:58:27Z
https://repository.dl.itc.u-tokyo.ac.jp/oai
oai:repository.dl.itc.u-tokyo.ac.jp:00042095
2022-12-19T04:17:22Z
62:7433:7434
9:7435:7436
Testing the Box-Cox Parameter in an Integrated Process
Huang, Jian
Kobayashi, Masahito
McAleer, Michael
metadata only access
335
Box-Cox transformation
Brownian motion
constant elasticity of volatility
mean reversion
nonstandard distribution
JEL Classifications: C22, C51, C52
application/pdf
本文フィルはリンク先を参照のこと
日本経済国際共同センター
2009-09
eng
technical report
http://hdl.handle.net/2261/26656
https://repository.dl.itc.u-tokyo.ac.jp/records/42095
http://www.cirje.e.u-tokyo.ac.jp/research/dp/2009/2009cf661ab.html
AA11450569
Discussion paper series. CIRJE-F
CIRJE-F-661