A note on the use of the Box-Cox Transformation for Financial Data

Dimitrios Kartsonakis Mademlis, N. Dritsakis
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关于财务数据使用Box-Cox转换的说明
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来源期刊
CiteScore
0.60
自引率
0.00%
发文量
26
期刊介绍: IJCEE explores the intersection of economics, econometrics and computation. It investigates the application of recent computational techniques to all branches of economic modelling, both theoretical and empirical. IJCEE aims at an international and multidisciplinary standing, promoting rigorous quantitative examination of relevant economic issues and policy analyses. The journal''s research areas include computational economic modelling, computational econometrics and statistics and simulation methods. It is an internationally competitive, peer-reviewed journal dedicated to stimulating discussion at the forefront of economic and econometric research. Topics covered include: -Computational Economics: Computational techniques applied to economic problems and policies, Agent-based modelling, Control and game theory, General equilibrium models, Optimisation methods, Economic dynamics, Software development and implementation, -Econometrics: Applied micro and macro econometrics, Monte Carlo simulation, Robustness and sensitivity analysis, Bayesian econometrics, Time series analysis and forecasting techniques, Operational research methods with applications to economics, Software development and implementation.
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