Work

Models for Time-varying Moments Using Maximum Entropy Applied to a Generalized Measure of Volatility

Year: 2008

Type: preprint

Source: RePEc: Research Papers in Economics

Author: Klaus Herrmann

Institution: Friedrich-Alexander-Universität Erlangen-Nürnberg

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2143248492

Cites: 20

Cited by: 12

Related to: 10