Estimating the leverage effect using high frequency data
Guido Russi
| Year of publication: |
2012
|
|---|---|
| Authors: | Russi, Guido |
| Published in: |
Review of economics & finance. - Toronto : Better Advances Press, ISSN 1923-7529, ZDB-ID 26371911. - 2012, 1, p. 1-24
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010030131