A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500

by D. E. Allen, Michael McAleer, Robert J. Powell, and Abhay K. Singh

Year of publication:	2013
Authors:	Allen, David E. ; McAleer, Michael ; Powell, Robert ; Singh, Abhay Kumar
Publisher:	Churchlands : School of Acc., Finance and Economics [u.a.]
Subject:	Entropie \| Entropy \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Regressionsanalyse \| Regression analysis \| Schätzung \| Estimation \| Börsenkurs \| Share price

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