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Search: subject:"moment constraint"
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Density forecast of financial returns using decomposition and maximum entropy
Lee, Tae-hwy
;
Wang, He
;
Xi, Zhou
;
Zhang, Ru
- In:
Journal of econometric methods
12
(
2023
)
1
,
pp. 57-83
Persistent link: https://www.econbiz.de/10013554704
Saved in:
2
Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution
Einmahl, John
;
Segers, J.J.J.
-
Tilburg University, Center for Economic Research
-
2008
AMS 2000 subject classifications: Primary 62G05, 62G30, 62G32; secondary 60G70, 60F05, 60F17, JEL: C13, C14.
Persistent link: https://www.econbiz.de/10011091150
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