Entropy pooling with discrete weights in a time-dependent setting

Martin van der Schans

Year of publication:	2019
Authors:	Van der Schans, Martin
Published in:	Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 53.2019, 4, p. 1633-1647
Subject:	Stress testing \| Adjusting correlations \| Entropy pooling \| Views \| Entropie \| Entropy \| Theorie \| Theory \| Korrelation \| Correlation

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