Modeling time-varying higher-order conditional moments : a survey

Sylvia J. Soltyk, Felix Chan

Year of publication:	2023
Authors:	Soltyk, Sylvia J. ; Chan, Felix
Subject:	autoregressive conditional density \| autoregressive conditional moment \| conditional higher moments \| maximum entropy density \| time-varying higher-order moments \| time-varying kurtosis \| time-varying moments \| time-varying skewness \| ARCH-Modell \| ARCH model \| Statistische Verteilung \| Statistical distribution \| Momentenmethode \| Method of moments \| Schätztheorie \| Estimation theory \| Entropie \| Entropy \| Zeitreihenanalyse \| Time series analysis \| Kapitaleinkommen \| Capital income \| Volatilität \| Volatility

Online Resource

Check full text access |

More access options

doi.org

Check Google Scholar

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1111/joes.12481 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014287767

A service of the