The price-leverage covariation as a measure of the response of the leverage effect to price and volatility changes (Q6580717)
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scientific article; zbMATH DE number 7888930
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The price-leverage covariation as a measure of the response of the leverage effect to price and volatility changes |
scientific article; zbMATH DE number 7888930 |
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The price-leverage covariation as a measure of the response of the leverage effect to price and volatility changes (English)
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29 July 2024
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Fourier analysis
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leverage effect
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price-leverage covariation
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