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~isPartOf:"Journal of econometrics"
~isPartOf:"Les notes d'études et de recherche : NER"
~isPartOf:"Swiss Finance Institute Research Paper Series"
~subject:"ARCH model"
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Entropy densities with an application to autoregressive conditional skewness and kurtosis
Rockinger, Michael
;
Jondeau, Eric
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10001633716
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