Studies in Nonlinear Dynamics and Econometrics

Journal Abbreviation: STUD NONLINEAR DYN E
ISSN: 1081-1826
Publisher:

Publications (1)

close-button

Types of publications

Journal article
Unpublished / Preprint

Publication year

From
To

Abstract

An Alternative Maximum Entropy Model for Time-Varying Moments with Application to Financial Returns (2010) Fischer M, Herrmann K Journal article, Original article