Open AccessExtreme Asymmetric Volatility, Leverage, Feedback and Asset Prices
Author(s) -
Sofiane Aboura,
Niklas Wagner
Publication year - 2010
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1548439
Subject(s) - leverage (statistics) , volatility (finance) , econometrics , financial economics , economics , leverage effect , business , monetary economics , autoregressive conditional heteroskedasticity , mathematics , statistics
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