Modeling time-varying higher-order conditional moments : a survey
Sylvia J. Soltyk, Felix Chan
| Year of publication: |
2023
|
|---|---|
| Authors: | Soltyk, Sylvia J. ; Chan, Felix |
| Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-6419, ZDB-ID 2006451-2. - Vol. 37.2023, 1, p. 33-57
|
| 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 |
| 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