Search Results - subject:"Box-Cox power transformation"

Investigating seasonality, policy intervention and forecasting in the Indian gold futures market : a comparison based on modeling non-constant variance using two different methods

Nargunam, Rupel; Wei, William W. S.; Anuradha, N. - In: Financial innovation : FIN 7 (2021), pp. 1-15

This study focuses on the Indian gold futures market where primary participants hold sentimental value for the underlying asset and are globally ranked number two in terms of the largest private holdings in the physical form. The trade of gold futures relates to seasons, festivity, and...

Persistent link: https://www.econbiz.de/10012617371

A note on rescaling the arithmetic mean for right-skewed positive distributions

Swanson, David A.; Tayman, Jeff; Bryan, T. M. - In: Review of economics & finance 14 (2018) 4, pp. 17-24

Persistent link: https://www.econbiz.de/10011932428

Vertical Channel Analysis of the U.S. Milk Market

Hovhannisyan, Vardges; Stiegert, Kyle W. - 2011

chain. This study contributes to the literature in the following ways. First, it generalizes the RCL demand model via Box-Cox … power transformation. While previous studies rely on ad hoc specified linear indirect utility, this procedure allows data to …

Persistent link: https://www.econbiz.de/10009444326

Vertical Channel Analysis of the U.S. Milk Market

Hovhannisyan, Vardges; Stiegert, Kyle W. - Agricultural and Applied Economics Association - AAEA - 2011

Persistent link: https://www.econbiz.de/10009021459