A new method for testing leverage effect (Q3307475)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7234629
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A new method for testing leverage effect |
scientific article; zbMATH DE number 7234629 |
Statements
12 August 2020
0 references
volatility
0 references
leverage effect
0 references
local polynomial regression
0 references
Kolmogorov-Smirnov test
0 references
0.8113954663276672
0 references
0.7733435034751892
0 references
0.76386559009552
0 references
0.7550181746482849
0 references
0.7499687671661377
0 references
