Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data (Q2349603)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data |
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Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data (English)
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17 June 2015
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Malliavin calculus
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volatility feedback effect
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leverage effect
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Fourier method
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