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A dynamic leverage stochastic volatility model
Nguyen, Hoang
Linköping University, Department of Management and Engineering, Production Economics.
ORCID iD:
0000-0002-0682-8584
Nguyen, Trong-Nghia
Discipline of Business Analytics, The University of Sydney Business School and ACEMS, Sydney, NSW, Australia.
Tran, Minh-Ngoc
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. 97-102
Article in journal (Refereed) Published
Place, publisher, year, edition, pages
2021. Vol. 30, no 1, p. 97-102
National Category
Economics and Business
Identifiers
URN:
urn:nbn:se:liu:diva-197190
DOI:
10.1080/13504851.2021.1983127
OAI: oai:DiVA.org:liu-197190
DiVA, id:
diva2:1791473
Available from:
2023-08-25
Created:
2023-08-25
Last updated:
2023-08-25
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Production Economics
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oxford
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de-DE
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en-US
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nn-NO
nn-NB
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