Search Results - "Maximum Entropy"

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  1. 1
    Forecasting value-at-risk using maximum entropy density

    Forecasting value-at-risk using maximum entropy density by Chan, Felix

    Published 2009
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  2. 2
    Testing intra-daily seasonality using Maximum Entropy Density

    Testing intra-daily seasonality using Maximum Entropy Density by Chan, F., Singh, Ranjodh

    Published 2013
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  3. 3
    Modelling time-varying higher moments with maximum entropy density

    Modelling time-varying higher moments with maximum entropy density by Chan, Felix

    Published 2009
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  4. 4
    Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk

    Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk by Yang, B., Li, Ka Ki Jackie, Balasooriya, U.

    Published 2015
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