• 1 Introduction
  • 2 Models for Time-Varying Moments using the Generalized Principle of Maximum Entropy
  • 3 GARCH Models as Models for Time-Varying Moments
  • 4 Higher Informative Moments
  • 5 Non-Extensive Approaches
  • 6 Application to Financial Market Data
  • 6.1 Models
  • 6.2 Data
  • 6.3 Empirical Results
  • 7 Summary