Allen, David E. and Kramadibrata, A. and McAleer, Michael and Powell, R. and Singh, A. K. (2012) A non-parametric and entropy based analysis of the relationship between the VIX and S&P500. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 19, 2012, ] (Unpublished)
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