Entropy densities with an application to autoregressive conditional skewness and kurtosis
Michael Rockinger; Eric Jondeau
| Year of publication: |
2002
|
|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001633716