The leverage effect puzzle revisited: identification in discrete time (Q2190223): Difference between revisions
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Revision as of 21:14, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The leverage effect puzzle revisited: identification in discrete time |
scientific article |
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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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