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person:"Arndt, Channing"
~person:"McAleer, Michael"
~subject:"Nonparametric statistics"
~type_genre:"Working Paper"
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Arndt, Channing
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A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
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2013
Persistent link: https://www.econbiz.de/10009765843
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A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
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2013
Persistent link: https://www.econbiz.de/10009711717
Saved in:
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Parameter estimation for a computable general equilibrium model : a maximum entropy approach
Arndt, Channing
;
Robinson, Sherman
;
Tarp, Finn
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1999
Persistent link: https://www.econbiz.de/10001418354
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