The leverage effect puzzle revisited: identification in discrete time (Q2190223)
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scientific article; zbMATH DE number 7213049
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The leverage effect puzzle revisited: identification in discrete time |
scientific article; zbMATH DE number 7213049 |
Statements
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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0.83943176
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0.8201176
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0.8099996
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0.8078188
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0.8071205
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0.8052995
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