On leverage in a stochastic volatility model

Jun Yu

Journal of Econometrics, 2005, vol. 127, issue 2, 165-178

Date: 2005
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Citations: View citations in EconPapers (220)

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Related works:
Working Paper: On leverage in a stochastic volatility model (2004)
Working Paper: On Leverage in a Stochastic Volatility Model (2004)
Working Paper: On Leverage in a Stochastic Volatility Model (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:127:y:2005:i:2:p:165-178

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