A dynamic leverage stochastic volatility model
Year of publication: |
2023
|
---|---|
Authors: | Nguyen, Hoang ; Trong-Nghia Nguyen ; Minh-Ngoc Tran |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 1, p. 97-102
|
Subject: | Dynamic leverage | GAS | stochastic volatility (SV) | Theorie | Theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Kapitalstruktur | Capital structure |
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