Dynamic asymmetric leverage in stochastic volatility models
Manabu Asai; Michael McAleer
| Year of publication: |
2005
|
|---|---|
| Authors: | Asai, Manabu ; McAleer, Michael |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 24.2005, 3, p. 317-332
|
| Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003105638