Entropy Densities : With an Application to Autoregressive Conditional Skewness and Kurtosis
Year of publication: |
2010
|
---|---|
Authors: | Jondeau, Eric |
Other Persons: | Rockinger, Michael (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Entropie | Entropy | Börsenkurs | Share price |
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