Density forecast of financial returns using decomposition and maximum entropy (Q2694014)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Density forecast of financial returns using decomposition and maximum entropy |
scientific article |
Statements
Density forecast of financial returns using decomposition and maximum entropy (English)
0 references
27 March 2023
0 references
decomposition
0 references
copula
0 references
moment constraint
0 references
maximum entropy
0 references
density forecast
0 references
logarithmic score
0 references
quantile score
0 references
VaR
0 references
continuous ranked probability score
0 references
0 references
0 references
