A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
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- Esfandiar Maasoumi & Jeffrey S. Racine, 2008. "A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes," Emory Economics 0806, Department of Economics, Emory University (Atlanta).
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2013.
"A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500,"
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More about this item
KeywordsEntropy; Kernel; Metric; Nonparametric; Symmetry; Time series;
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