More stylized facts of financial markets: leverage effect and downside correlations (Q5947865)
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scientific article; zbMATH DE number 1666231
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | More stylized facts of financial markets: leverage effect and downside correlations |
scientific article; zbMATH DE number 1666231 |
Statements
More stylized facts of financial markets: leverage effect and downside correlations (English)
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23 October 2001
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leverage correlation
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stochastic process
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non-Gaussian one-factor description
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