Entropy densities with an application to autoregressive conditional skewness and kurtosis
| Year of publication: |
2002
|
|---|---|
| Authors: | Rockinger, Michael ; Jondeau, Eric |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 106.2002, 1, p. 119-142
|
| Publisher: |
Elsevier |