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  • Search: subject:"autoregressive conditional moment"
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ARCH model 1 ARCH-Modell 1 Capital income 1 Entropie 1 Entropy 1 Estimation theory 1 Kapitaleinkommen 1 Method of moments 1 Momentenmethode 1 Schätztheorie 1 Statistical distribution 1 Statistische Verteilung 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 autoregressive conditional density 1 autoregressive conditional moment 1 conditional higher moments 1 maximum entropy density 1 time-varying higher-order moments 1 time-varying kurtosis 1 time-varying moments 1 time-varying skewness 1
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Chan, Felix 1 Soltyk, Sylvia J. 1
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Journal of economic surveys 1
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Modeling time-varying higher-order conditional moments : a survey
Soltyk, Sylvia J.; Chan, Felix - In: Journal of economic surveys 37 (2023) 1, pp. 33-57
Persistent link: https://www.econbiz.de/10014287767
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