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College of Management / 管理學院
Finance / 財務金融學系
Modeling maximum entropy distributions for financial returns by moment combination and selection
Details
Modeling maximum entropy distributions for financial returns by moment combination and selection
Journal
Journal of Financial Econometrics
Journal Volume
13
Journal Issue
2
Pages
414-455
Date Issued
2015
Author(s)
YI-TING CHEN
DOI
10.1093/jjfinec/nbt007
URI
https://www.scopus.com/inward/record.uri?eid=2-s2.0-84930855880&doi=10.1093%2fjjfinec%2fnbt007&partnerID=40&md5=ae015daf0ec57fa0adc70c4d524b72cd
https://scholars.lib.ntu.edu.tw/handle/123456789/526232
Type
journal article