Volatility models with innovations from new maximum entropy densities at work
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- Schnitzlein, Daniel D., 2012.
"How important is cultural background for the level of intergenerational mobility?,"
Elsevier, vol. 114(3), pages 335-337.
- Schnitzlein, Daniel D., 2012. "How Important Is Cultural Background for the Level of Intergenerational Mobility?," EconStor Open Access Articles, ZBW - German National Library of Economics, pages 335-337.
- Schnitzlein, Daniel D., 2011. "How important is cultural background for the level of intergenerational mobility?," Working Papers 11-12, University of Aarhus, Aarhus School of Business, Department of Economics.
- Schnitzlein, Daniel D., 2011. "How important is cultural background for the level of intergenerational mobility?," FAU Discussion Papers in Economics 06/2011, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Tinkl, Fabian, 2010. "A note on Hadamard differentiability and differentiability in quadratic mean," FAU Discussion Papers in Economics 08/2010, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
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KeywordsGARCH; APARCH; Entropy density; Skewness; Kurtosis;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-04-04 (All new papers)
- NEP-ECM-2010-04-04 (Econometrics)
- NEP-ETS-2010-04-04 (Econometric Time Series)
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