id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
dem-4207	Pajor, Anna	Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models	2009	10	.pdf	application/pdf	4222	170	65	In the case of the uniform prior for λ on the interval [0; 1], for most stock indices (considered here) the posterior mean is smaller than the prior mean, but the dispersion of posterior distribution is close to that of the prior distribution (in the case of c, Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models 87 the prior mean is equal to 0.5, the prior standard deviation is equal to 0.288). Prior distributions for the Box-Cox transformation parameter (λ)	cache/dem-4207.pdf	txt/dem-4207.txt