Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects

Eric Ghysels (eghysels@unc.edu) and Joann Jasiak

Cahiers de recherche from Universite de Montreal, Departement de sciences economiques

Keywords: RISK; CONTRACTS (search for similar items in EconPapers)
Pages: ; 35 pages
Date: 1994
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Citations: View citations in EconPapers (25)

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Related works:
Working Paper: Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects (1995)
Working Paper: Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects (1994)
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Persistent link: https://EconPapers.repec.org/RePEc:mtl:montde:9403

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