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The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models - MaRDI portal

The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models

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Publication:6626222

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DOI10.1080/07350015.2023.2203756zbMath1547.62664MaRDI QIDQ6626222

Jun Yan, Cheng Yong Tang, Chenxu Li, Dachuan Chen

Publication date: 28 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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