Modelling time-varying higher moments with maximum entropy density (Q834290)
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scientific article; zbMATH DE number 5596876
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| English | Modelling time-varying higher moments with maximum entropy density |
scientific article; zbMATH DE number 5596876 |
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Modelling time-varying higher moments with maximum entropy density (English)
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19 August 2009
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conditional higher moment
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entropy
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maximum entropy density
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skewness
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kurtosis
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0.780120849609375
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0.7792212963104248
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0.7551839351654053
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0.7478309869766235
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0.7423920035362244
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