Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model
Author | : Dinghai Xu |
Publisher | : |
Total Pages | : 26 |
Release | : 2010 |
ISBN-10 | : OCLC:837734803 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model by : Dinghai Xu
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