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 (03 Downloads) |
Book Synopsis Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model by : Dinghai Xu
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