Multiple time scales in volatility and leverage correlations: a stochastic volatility model (Q4650903)
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scientific article; zbMATH DE number 2135223
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| English | Multiple time scales in volatility and leverage correlations: a stochastic volatility model |
scientific article; zbMATH DE number 2135223 |
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Multiple time scales in volatility and leverage correlations: a stochastic volatility model (English)
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18 February 2005
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0.827530562877655
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0.8000404238700867
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0.7770329713821411
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0.7691866159439087
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0.7691519260406494
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