Entropy densities with an application to autoregressive conditional skewness and kurtosis
Year of publication: |
2002
|
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Authors: | Rockinger, Michael ; Jondeau, Eric |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 106.2002, 1, p. 119-142
|
Subject: | Entropie | Entropy | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Theorie | Theory |
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