Minimally Cross-Entropic Conditional Density: A Generalization of the GARCH Model
نویسندگان
چکیده
Svetlozar T. Rachev Chair-Professor, Chair of Statistics, Econometrics and Mathematical Finance, School of Economics and Business Engineering, University of Karlsruhe and KIT, and Department of Statistics and Applied Probability, University of California, Santa Barbara, and Chief-Scientist, FinAnalytica INC Kollegium am Schloss, Bau II, 20.12, R210, Postfach 6980, D-76128, Karlsruhe, Germany Tel.: +49(0721)608 7535 Fax.: +49(0721)608 3811 E-mail: [email protected]
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