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  • Search: subject:"Leverage effect;Operator method"
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Subject
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Capital income 1 Capital structure 1 Financial market 1 Finanzmarkt 1 High-frequency data 1 Kapitaleinkommen 1 Kapitalstruktur 1 Leverage effect;Operator method 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Semi-nonparametric 1 Stochastic process 1 Stochastic volatility 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1
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Undetermined 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Chen, Dachuan 1 Li, Chenxu 1 Tang, Cheng Yong 1 Yan, Jun 1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1
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ECONIS (ZBW) 1
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The leverage effect puzzle under semi-nonparametric stochastic volatility models
Chen, Dachuan; Li, Chenxu; Tang, Cheng Yong; Yan, Jun - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 548-562
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