Box–Cox transforms for realized volatility

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BOOTSTRAPPING REALIZED VOLATILITY (2009, unknown): “The bootstrap error can be written as (13) P ∗ (|T ∗ h | ≤ x) − P (|Th| ≤ x) = 2h [”
The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures (2011, methodology): “In our framework, we can consider Box-Cox transformations as in Gonçalves and Meddahi (2010) to alleviate the skewness problem.”
Does the Box-Cox transformation help in forecasting macroeconomic time series? (2013, background): “From the theoretical standpoint, Granger and Newbold (1976) provided a general analytical approach, based on the Hermite polynomials series expansion, to forecasting transformed series.”