FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1985327891> ?p ?o ?g. }

• W1985327891 endingPage "30007" @default.
• W1985327891 startingPage "30007" @default.
• W1985327891 abstract "Information-theoretic approaches still play a minor role in financial market analysis. Nonetheless, there have been two very similar approaches evolving during the last years, one in the so-called econophysics and the other in econometrics. Both generalize the notion of GARCH processes in an information-theoretic sense and are able to capture kurtosis better than traditional models. In this article we present both approaches in a more general framework. The latter allows the derivation of a wide range of new models. We choose a third model using an entropy measure suggested by Kapur. In an application to financial market data, we find that all considered models – with similar flexibility in terms of skewness and kurtosis – lead to very similar results." @default.
• W1985327891 created "2016-06-24" @default.
• W1985327891 creator A5018127621 @default.
• W1985327891 date "2009-11-01" @default.
• W1985327891 modified "2023-09-25" @default.
• W1985327891 title "Non-extensitivity vs. informative moments for financial models —A unifying framework and empirical results" @default.
• W1985327891 cites W1549506457 @default.
• W1985327891 cites W1982244066 @default.
• W1985327891 cites W1983874169 @default.
• W1985327891 cites W1997147462 @default.
• W1985327891 cites W1999996900 @default.
• W1985327891 cites W2004972250 @default.
• W1985327891 cites W2032407804 @default.
• W1985327891 cites W2032558547 @default.
• W1985327891 cites W2055629096 @default.
• W1985327891 cites W2063716658 @default.
• W1985327891 cites W2069317099 @default.
• W1985327891 cites W2083112107 @default.
• W1985327891 cites W2106083405 @default.
• W1985327891 cites W2149865537 @default.
• W1985327891 cites W2152804254 @default.
• W1985327891 cites W3098317332 @default.
• W1985327891 cites W3100224744 @default.
• W1985327891 cites W3122384970 @default.
• W1985327891 cites W3122572058 @default.
• W1985327891 cites W45326702 @default.
• W1985327891 doi "https://doi.org/10.1209/0295-5075/88/30007" @default.
• W1985327891 hasPublicationYear "2009" @default.
• W1985327891 type Work @default.
• W1985327891 sameAs 1985327891 @default.
• W1985327891 citedByCount "2" @default.
• W1985327891 countsByYear W19853278912016 @default.
• W1985327891 crossrefType "journal-article" @default.
• W1985327891 hasAuthorship W1985327891A5018127621 @default.
• W1985327891 hasBestOaLocation W19853278911 @default.
• W1985327891 hasConcept C10138342 @default.
• W1985327891 hasConcept C105795698 @default.
• W1985327891 hasConcept C106159729 @default.
• W1985327891 hasConcept C106301342 @default.
• W1985327891 hasConcept C121332964 @default.
• W1985327891 hasConcept C121864883 @default.
• W1985327891 hasConcept C122342681 @default.
• W1985327891 hasConcept C124101348 @default.
• W1985327891 hasConcept C149782125 @default.
• W1985327891 hasConcept C159985019 @default.
• W1985327891 hasConcept C162324750 @default.
• W1985327891 hasConcept C166963901 @default.
• W1985327891 hasConcept C19244329 @default.
• W1985327891 hasConcept C192562407 @default.
• W1985327891 hasConcept C196390999 @default.
• W1985327891 hasConcept C204323151 @default.
• W1985327891 hasConcept C23925645 @default.
• W1985327891 hasConcept C2780009758 @default.
• W1985327891 hasConcept C2780598303 @default.
• W1985327891 hasConcept C29912722 @default.
• W1985327891 hasConcept C33923547 @default.
• W1985327891 hasConcept C41008148 @default.
• W1985327891 hasConcept C62520636 @default.
• W1985327891 hasConcept C67616677 @default.
• W1985327891 hasConceptScore W1985327891C10138342 @default.
• W1985327891 hasConceptScore W1985327891C105795698 @default.
• W1985327891 hasConceptScore W1985327891C106159729 @default.
• W1985327891 hasConceptScore W1985327891C106301342 @default.
• W1985327891 hasConceptScore W1985327891C121332964 @default.
• W1985327891 hasConceptScore W1985327891C121864883 @default.
• W1985327891 hasConceptScore W1985327891C122342681 @default.
• W1985327891 hasConceptScore W1985327891C124101348 @default.
• W1985327891 hasConceptScore W1985327891C149782125 @default.
• W1985327891 hasConceptScore W1985327891C159985019 @default.
• W1985327891 hasConceptScore W1985327891C162324750 @default.
• W1985327891 hasConceptScore W1985327891C166963901 @default.
• W1985327891 hasConceptScore W1985327891C19244329 @default.
• W1985327891 hasConceptScore W1985327891C192562407 @default.
• W1985327891 hasConceptScore W1985327891C196390999 @default.
• W1985327891 hasConceptScore W1985327891C204323151 @default.
• W1985327891 hasConceptScore W1985327891C23925645 @default.
• W1985327891 hasConceptScore W1985327891C2780009758 @default.
• W1985327891 hasConceptScore W1985327891C2780598303 @default.
• W1985327891 hasConceptScore W1985327891C29912722 @default.
• W1985327891 hasConceptScore W1985327891C33923547 @default.
• W1985327891 hasConceptScore W1985327891C41008148 @default.
• W1985327891 hasConceptScore W1985327891C62520636 @default.
• W1985327891 hasConceptScore W1985327891C67616677 @default.
• W1985327891 hasIssue "3" @default.
• W1985327891 hasLocation W19853278911 @default.
• W1985327891 hasOpenAccess W1985327891 @default.
• W1985327891 hasPrimaryLocation W19853278911 @default.
• W1985327891 hasRelatedWork W1985327891 @default.
• W1985327891 hasRelatedWork W2023465917 @default.
• W1985327891 hasRelatedWork W2128716449 @default.
• W1985327891 hasRelatedWork W242676990 @default.
• W1985327891 hasRelatedWork W2586438398 @default.
• W1985327891 hasRelatedWork W2894827933 @default.
• W1985327891 hasRelatedWork W3123721236 @default.
• W1985327891 hasRelatedWork W3124412673 @default.
• W1985327891 hasRelatedWork W3175665381 @default.
• W1985327891 hasRelatedWork W4321276954 @default.
• W1985327891 hasVolume "88" @default.

• next