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On leverage in astochastic volatilitymodel Jun Yu2004 год

On leverage in a stochastic volatility model
статья из журнала

Страница публикацииПубликация в OpenAlex
Год издания: 2004
Авторы: Jun Yu
Издательство: Elsevier BV
Источник: Journal of Econometrics
Ключевые слова: Financial Risk and Volatility Modeling, Stochastic processes and financial applications, Market Dynamics and Volatility
Другие ссылки: Journal of Econometrics (HTML)
Singapore Management University Institutional Knowledge (InK) (Singapore Management University) (HTML)
Singapore Management University Institutional Knowledge (InK) (Singapore Management University) (HTML)
Singapore Management University Institutional Knowledge (InK) (Singapore Management University) (HTML)
Singapore Management University Institutional Knowledge (InK) (Singapore Management University) (HTML)