The leverage effect puzzle revisited: identification in discrete time (Q2190223): Difference between revisions

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Latest revision as of 22:37, 22 July 2024

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The leverage effect puzzle revisited: identification in discrete time
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    The leverage effect puzzle revisited: identification in discrete time (English)
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    18 June 2020
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    stochastic volatility
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    leverage effect
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    volatility risk premium
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    identification
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    affine pricing models
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    Identifiers

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