On Leverage in a Stochastic Volatility Model
Author | : Jun Yu |
Publisher | : |
Total Pages | : 18 |
Release | : 2004 |
ISBN-10 | : OCLC:224527439 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis On Leverage in a Stochastic Volatility Model by : Jun Yu
Download or read book On Leverage in a Stochastic Volatility Model written by Jun Yu and published by . This book was released on 2004 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper is concerned with specification for modelling finanical leverage effect in the context of stochastic volatility models.