Entropy densities with an application to autoregressive conditional skewness and kurtosis

Michael Rockinger () and Eric Jondeau ()

Journal of Econometrics, 2002, vol. 106, issue 1, pages 119-142

Date: 2002
References: View references in EconPapers View complete reference list from CitEc
Citations View citations in EconPapers (6) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6VC0 ... b36101a3ff5b6dfff24c
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis (2001)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:106:y:2002:i:1:p:119-142

Access Statistics for this article

Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

More articles in Journal of Econometrics from Elsevier
Series data maintained by Wendy Shamier ().