The leverage effect puzzle revisited: identification in discrete time (Q2190223)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The leverage effect puzzle revisited: identification in discrete time |
scientific article |
Statements
The leverage effect puzzle revisited: identification in discrete time (English)
0 references
18 June 2020
0 references
stochastic volatility
0 references
leverage effect
0 references
volatility risk premium
0 references
identification
0 references
affine pricing models
0 references
