| Publication | Date of Publication | Type |
|---|
Data smoothing and end correction using entropic kernel compression
Stat | 2024-05-14 | Paper |
The entropic log odds as a measure of distribution asymmetry
Statistics | 2021-08-04 | Paper |
The zero-capital approach to portfolio enhancement and overlay management
Quantitative Finance | 2019-01-14 | Paper |
Giving Gini direction: an asymmetry metric for economic disadvantage
Economics Letters | 2018-08-31 | Paper |
The Information Theory of Comparisons
| 2018-07-18 | Paper |
Distribution spread and location metrics using entropic separation
Statistics & Probability Letters | 2017-02-28 | Paper |
Entropic kernels for data smoothing
Statistics & Probability Letters | 2013-05-13 | Paper |
Information, measure shifts and distribution metrics
Statistics | 2012-06-25 | Paper |
Directional entropy and tail uncertainty, with applications to financial hazard
Quantitative Finance | 2011-04-28 | Paper |
scientific article; zbMATH DE number 5645879 (Why is no real title available?)
| 2009-12-11 | Paper |
Which Are the World's Wobblier Currencies? Reference Exchange Rates and Their Variation
Studies in Nonlinear Dynamics & Econometrics | 2008-04-04 | Paper |
The generalized value at risk admissible set: constraint consistency and portfolio outcomes
Quantitative Finance | 2006-08-21 | Paper |
Generalising Interest Rate Duration with Directional Derivatives: Direction X and Applications
Management Science | 1998-06-22 | Paper |
scientific article; zbMATH DE number 53732 (Why is no real title available?)
| 1992-09-18 | Paper |
scientific article; zbMATH DE number 48319 (Why is no real title available?)
| 1992-09-17 | Paper |
Identification, information and instruments in linear econometric models with rational expectations
Journal of Econometrics | 1988-01-01 | Paper |
Repeated Sampling in the Presence of Publication Effects
| 1987-01-01 | Paper |
Self-selection biases in correlational studies based on questionnaires
Psychometrika | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3980333 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3810776 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3655623 (Why is no real title available?)
| 1978-01-01 | Paper |
Specification, Estimation and Inference for Models of Markets in Disequilibrium
International Economic Review | 1978-01-01 | Paper |
Spectral Utility Functions and the Design of a Stationary System
Econometrica | 1977-01-01 | Paper |
A Dual Concept and Associated Algorithm in Mean-Variance Portfolio Analysis
Management Science | 1976-01-01 | Paper |
Non-linearity and Non-stationarity in Dynamic Econometric Models
Review of Economic Studies | 1974-01-01 | Paper |
The Theory of Parametric Identification
Econometrica | 1973-01-01 | Paper |
More Stochastic Properties of the Klein-Goldberger Model
Econometrica | 1972-01-01 | Paper |
