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An Alternative Maximum Entropy Model for Time-Varying Moments with Application to Financial Returns

✍ Scribed by Herrmann, Klaus; Fischer, Matthias


Book ID
118045671
Publisher
The Berkeley Electronic Press,Walter de Gruyter GmbH & Co. KG
Year
2010
Tongue
English
Weight
363 KB
Volume
14
Category
Article
ISSN
1081-1826

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