Stochastic volatility and leverage : application to a panel of S&P500 stocks

Serda Selin Ozturk, Jean-Francois Richard

Year of publication:	February 2015
Authors:	Ozturk, Serda Selin ; Richard, Jean-François
Published in:	Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 12.2015, p. 67-76
Subject:	Stochastic volatility \| Leverage \| Importance sampling \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Schätzung \| Estimation \| Stichprobenerhebung \| Sampling \| Kapitalstruktur \| Capital structure \| Theorie \| Theory \| Panel \| Panel study \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Aktienindex \| Stock index

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