Time-varying leverage effects (Q527980)

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Time-varying leverage effects
scientific article

    Statements

    title
    Time-varying leverage effects (English)
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    author
    Roberto Renò
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    Federico M. Bandi
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    publication date
    12 May 2017
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62G05
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    62M05
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    zbMATH DE Number
    6714719
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