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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Carr, Peter"
~person:"Gikhman, Ilya I."
~person:"Waltman, Waltman, L."
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Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
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