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accessRights:"restricted"
subject:"Capital income"
~isPartOf:"Journal of financial econometrics"
~person:"Apergēs, Nikolaos"
~person:"Bouri, Elie"
~person:"Narayan, Paresh Kumar"
~subject:"ARCH model"
~subject:"Cryptocurrencies"
~subject:"Estimation"
~subject:"World"
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Estimating the speed of adjustment of leverage in the presence of interactive effects
Westerlund, Joakim
;
Karabiyik, Hande
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 942-960
Persistent link: https://www.econbiz.de/10013460044
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