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Uses of entropy and divergence measures for econometric approximations and inference
Ullah, Aman - In: Journal of econometrics 107 (2002) 1/2, pp. 313-326
Persistent link: https://www.econbiz.de/10001651313
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Maximum entropy analysis of consumption-based capital asset pricing model and volatility
Lee, Tae-hwy; Mao, Millie Yi; Ullah, Aman - In: Journal of econometric methods 10 (2021) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10012437809
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An information-theoretic approach for forecasting interval-valued SP500 daily returns
Buansing, T. S. Tuang; Golan, Amos; Ullah, Aman - In: International journal of forecasting 36 (2020) 3, pp. 800-813
Persistent link: https://www.econbiz.de/10012496866
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Interval estimation : an information theoretic approach
Golan, Amos; Ullah, Aman - In: Econometric reviews 36 (2017) 6/9, pp. 781-795
Persistent link: https://www.econbiz.de/10011795492