The leverage effect puzzle under semi-nonparametric stochastic volatility models
Dachuan Chen, Chenxu Li, Cheng Yong Tang, and Jun Yan
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2023.2203756 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015053427