Entropy pooling with discrete weights in a time-dependent setting
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 | Theorie | Theory | Entropie | Entropy | Korrelation | Correlation |
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