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Generalized entropy and model uncertainty
Meyer-Gohde, Alexander, (2017)
Meyer-Gohde, Alexander, (2019)
Model selection by maximum entropy
Casteren, Pieter H. van, (1996)
Testing non-linearities in world stock market prices
Gooijer, Jan G. de, (1989)
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de, (2023)
Semiparametric quantile averaging in the presence of high-dimensional predictors
Gooijer, Jan G. de, (2019)