Entropy densities with an application to autoregressive conditional skewness and kurtosis

Michael Rockinger () and Eric Jondeau

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

Date: 2002
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Working Paper: Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:106:y:2002:i:1:p:119-142

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