Asymmetry in stochastic volatility models: threshold or correlation? (Q3574746)
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scientific article; zbMATH DE number 5729895
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| English | Asymmetry in stochastic volatility models: threshold or correlation? |
scientific article; zbMATH DE number 5729895 |
Statements
Asymmetry in Stochastic Volatility Models: Threshold or Correlation? (English)
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2 July 2010
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0.8166877627372742
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0.8153208494186401
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0.8008355498313904
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0.7960711717605591
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0.7842490077018738
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