Entropy densities with an application to autoregressive conditional skewness and kurtosis. (Q1858911)
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scientific article; zbMATH DE number 1869165
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| English | Entropy densities with an application to autoregressive conditional skewness and kurtosis. |
scientific article; zbMATH DE number 1869165 |
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Entropy densities with an application to autoregressive conditional skewness and kurtosis. (English)
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17 February 2003
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semi-nonparametric estimation
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time-varying skewness and kurtosis
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GARCH
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0.8061453104019165
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0.80457603931427
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0.7921345233917236
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0.7862135171890259
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0.7862135171890259
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