Modeling maximum entropy distributions for financial returns by moment combination and selection

YI-TING CHEN2020-12-162020-12-162015https://www.scopus.com/inward/record.uri?eid=2-s2.0-84930855880&doi=10.1093%2fjjfinec%2fnbt007&partnerID=40&md5=ae015daf0ec57fa0adc70c4d524b72cdhttps://scholars.lib.ntu.edu.tw/handle/123456789/526232Modeling maximum entropy distributions for financial returns by moment combination and selectionjournal article10.1093/jjfinec/nbt0072-s2.0-84930855880