Pages that link to "Item:Q3122064"

The following pages link to Towards a Computationally Tractable Maximum Entropy Principle for Nonstationary Financial Time Series (Q3122064):

Displaying 2 items.

• On a computationally scalable sparse formulation of the multidimensional and nonstationary maximum entropy principle (Q2219904) (← links)
• Regularized GMM for time-varying models with applications to asset pricing (Q6572252) (← links)