An alternative maximum entropy model for time-varying moments with application to financial returns (Q3574769)
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scientific article; zbMATH DE number 5729916
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| English | An alternative maximum entropy model for time-varying moments with application to financial returns |
scientific article; zbMATH DE number 5729916 |
Statements
An Alternative Maximum Entropy Model for Time-Varying Moments with Application to Financial Returns (English)
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2 July 2010
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0.8365334272384644
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0.8061453104019165
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0.780120849609375
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0.7620722651481628
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0.7513325214385986
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