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person:"Hu, Yingyao"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~person:"McAleer, Michael"
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Hu, Yingyao
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Journal of applied econometrics
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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
; …
-
2013
Persistent link: https://www.econbiz.de/10009711717
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Estimation of nonlinear models with mismeasured regressors using marginal information
Hu, Yingyao
;
Ridder, Geert
- In:
Journal of applied econometrics
27
(
2012
)
3
,
pp. 347-385
Persistent link: https://www.econbiz.de/10009618609
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