A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500
Year of publication: |
2012
|
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Authors: | Allen, David E. |
Other Persons: | McAleer, Michael (contributor) ; Powell, Robert J. (contributor) ; Kumar-Singh, Abhay (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Entropie | Entropy | Börsenkurs | Share price | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis |
Extent: | 1 Online-Ressource (19 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 19, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2132065 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; D80 - Information and Uncertainty. General ; G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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