Pages that link to "Item:Q1858932"
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The following pages link to Connections between entropic and linear projections in asset pricing estimation (Q1858932):
Displaying 14 items.
- Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
- Optimal comparison of misspecified moment restriction models under a chosen measure of fit (Q528067) (← links)
- Semi-parametric estimation of American option prices (Q528168) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- Maximum entropy estimation for survey sampling (Q710784) (← links)
- Brexit and foreign exchange market expectations: could it have been predicted? (Q829140) (← links)
- Asymptotic equivalence of empirical likelihood and Bayesian MAP (Q834346) (← links)
- Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
- Portfolio choice with endogenous utility: a large deviations approach. (Q1398986) (← links)
- Generalized aggregation of misspecified models: with an application to asset pricing (Q2658796) (← links)
- Information Theoretic and Entropy Methods: An Overview (Q3518450) (← links)
- Generalized Safety First and a New Twist on Portfolio Performance (Q3518458) (← links)
- Large-Deviations Theory and Empirical Estimator Choice (Q3518460) (← links)
- Misspecified semiparametric model selection with weakly dependent observations (Q5095825) (← links)
