Pages that link to "Item:Q2453988"
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The following pages link to On idiosyncratic stochasticity of financial leverage effects (Q2453988):
Displaying 12 items.
- Stochastic volatility and stochastic leverage (Q470516) (← links)
- Time-varying leverage effects (Q527980) (← links)
- Modeling and inference for infectious disease dynamics: a likelihood-based approach (Q667678) (← links)
- Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents (Q1655720) (← links)
- The leverage effect puzzle revisited: identification in discrete time (Q2190223) (← links)
- The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) (← links)
- Operating Leverage* (Q3169199) (← links)
- A new method for testing leverage effect (Q3307475) (← links)
- Leverage effect breakdowns and flight from risky assets (Q4683103) (← links)
- (Q4791402) (← links)
- Signal on the Margin: Behavior of Levered Investors and Future Economic Conditions* (Q5009012) (← links)
- Bivariate models for time series of counts: A comparison study between PBINAR models and dynamic factor models (Q5082661) (← links)