Showing 1 - 10 of 23
Persistent link: https://www.econbiz.de/10011349458
Persistent link: https://www.econbiz.de/10003902802
Persistent link: https://www.econbiz.de/10003490437
Persistent link: https://www.econbiz.de/10003518410
Persistent link: https://www.econbiz.de/10009765821
Persistent link: https://www.econbiz.de/10003625979
Persistent link: https://www.econbiz.de/10003164853
"The leverage effect refers to the generally negative correlation between an asset return and its changes of volatility. A natural estimate consists in using the empirical correlation between the daily returns and the changes of daily volatility estimated from high-frequency data. The puzzle...
Persistent link: https://www.econbiz.de/10009423529
Persistent link: https://www.econbiz.de/10012302521
Persistent link: https://www.econbiz.de/10011692397