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Showing results 1 to 3 of 3
Information theoretic approaches to income density estimation with an application to the US income data
Park, Sung-yong
; Bera, Anil Kumar
Article
Issue Date
2018
Citation
JOURNAL OF ECONOMIC INEQUALITY, v.16, no.4, pp 461 - 486
Publisher
SPRINGER
Maximum entropy autoregressive conditional heteroskedasticity model
Park, Sung-yong
; Bera, Anil Kumar
Article
Issue Date
2009
Citation
Journal of Econometrics, v.150, no.2, pp 219 - 230
Publisher
ELSEVIER SCIENCE SA
Optimal portfolio diversification using the maximum entropy principle
Bera, Anil Kumar;
Park, Sung-yong
Article
Issue Date
2008
Citation
Econometric Reviews, v.27, no.4-6, pp 484 - 512
Publisher
TAYLOR & FRANCIS INC
1
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