The following pages link to (Q4791402):
Displaying 7 items.
- On leverage in a stochastic volatility model (Q262831) (← links)
- Leverage as a predictor for real activity and volatility (Q310975) (← links)
- Why does bad news increase volatility and decrease leverage? (Q413491) (← links)
- Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data (Q2349603) (← links)
- Leverage causes fat tails and clustered volatility (Q2869960) (← links)
- Leverage effect breakdowns and flight from risky assets (Q4683103) (← links)
- Stochastic equity volatility and the capital structure of the firm (Q4698070) (← links)
