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A dynamic leverage stochastic volatility model
Linköping University, Department of Management and Engineering, Production Economics.ORCID iD: 0000-0002-0682-8584
Discipline of Business Analytics, The University of Sydney Business School and ACEMS, Sydney, NSW, Australia.
Discipline of Business Analytics, The University of Sydney Business School and ACEMS, Sydney, NSW, Australia.
2021 (English)In: Applied Economics Letters, ISSN 1350-4851, E-ISSN 1466-4291, Vol. 30, no 1, p. 97-102Article in journal (Refereed) Published
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2021. Vol. 30, no 1, p. 97-102
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Economics and Business
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URN: urn:nbn:se:liu:diva-197190DOI: 10.1080/13504851.2021.1983127OAI: oai:DiVA.org:liu-197190DiVA, id: diva2:1791473
Available from: 2023-08-25 Created: 2023-08-25 Last updated: 2024-01-15

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