A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and SP 500

Author： Allen David E.   McAleer Michael   Powell Robert   Singh Abhay K.  

Publisher： MDPI

E-ISSN： 1911-8074|6|1|6-30

ISSN： 1911-8074

Source： Journal of Risk and Financial Management, Vol.6, Iss.1, 2013-10, pp. : 6-30

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