Entropy densities : with an application to autoregressive conditional skewness and kurtosis
Year of publication: |
2001
|
---|---|
Authors: | Rockinger, Michael ; Jondeau, Eric |
Publisher: |
Paris |
Subject: | Entropie | Entropy | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Theorie | Theory |
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