The leverage effect puzzle under semi-nonparametric stochastic volatility models
Year of publication: |
2024
|
---|---|
Authors: | Chen, Dachuan ; Li, Chenxu ; Tang, Cheng Yong ; Yan, Jun |
Subject: | High-frequency data | Leverage effect;Operator method | Semi-nonparametric | Stochastic volatility | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | Kapitalstruktur | Capital structure | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Nichtparametrisches Verfahren | Nonparametric statistics |
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