Pages that link to "Item:Q2190223"
From MaRDI portal
The following pages link to The leverage effect puzzle revisited: identification in discrete time (Q2190223):
Displaying 9 items.
- The leverage effect puzzle: the case of European sovereign credit default swap market (Q345723) (← links)
- Time-varying leverage effects (Q527980) (← links)
- The impact of the leverage effect on the implied volatility smile: evidence for the German option market (Q2047035) (← links)
- Editorial: Nonlinear financial econometrics JoE special issue introduction (Q2190219) (← links)
- On idiosyncratic stochasticity of financial leverage effects (Q2453988) (← links)
- A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA (Q5384680) (← links)
- <i>Econometric Reviews</i> Honors Peter Charles Bonest Phillips, the Master Econometrician (Q5861016) (← links)
- A Stochastic Volatility Model With a General Leverage Specification (Q6620893) (← links)
- Statistical inference for GQARCH-Itô-jumps model based on the realized range volatility (Q6641048) (← links)