The entropy principle yields, for a given set moments, a density that involves the smallest amount of prior information …. We first show how entropy densities may be constructed in a numerically efficient way as the minimization of a potential …

The entropy principle yields, for a given set of moments, a density that involves the smallest amount of prior … information,. We first show how entropy densities may be constructed in a numerically efficient way as the minimization of a …

The entropy principle yields, for a given set of moments, a density that involves the smallest amount of prior … information. We first show how entropy densities may be constructed in a numerically efficient way as the minimization of a … technique can be used to estimate a GARCH model where wkewness and kurtosis are time varying. Entropy, Semi …

This paper suggests a new method of implementing the principle of maximum entropy to retrieve the risk neutral density … previous studies, the method maximizes the entropy measure subject to values of the risk neutral moments. These moments can be … risk neutral density based on the principle of maximum entropy, the benefits of the method that the paper suggests is the …

The entropy principle yields, for a given set moments, a density that involves the smallest amount of prior information …. We first show how entropy densities may be constructed in a numerically efficient way as the minimization of a potential …

entropy and entropy decomposition, it was found that single-unit firm births are spatially dispersed. The distributional …