Modeling maximum entropy distributions for financial returns by moment combination and selection
Yi-Ting Chen
| Year of publication: |
2015
|
|---|---|
| Authors: | Chen, Yi-ting |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 13.2015, 2, p. 414-455
|
| Subject: | GARCH-type models | maximum entropy | moment combination | moment selection | standardized error distribution | Entropie | Entropy | Statistische Verteilung | Statistical distribution | Momentenmethode | Method of moments | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011339297