Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis.
Year of publication: |
2001
|
---|---|
Authors: | Rockinger, M. ; Jondeau, E. |
Institutions: | Banque de France |
Subject: | EVALUATION | ECONOMIC MODELS |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | 19 pages |
Classification: | C40 - Econometric and Statistical Methods: Special Topics. General ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G10 - General Financial Markets. General |
Source: |
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