Open AccessThe Leverage Effect In Financial Markets: Retarded Volatility And Market Panic
Author(s) -
JeanPhilippe Bouchaud,
Andrew Matacz,
Marc Potters
Publication year - 2001
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.255868
Subject(s) - leverage (statistics) , volatility (finance) , business , leverage effect , monetary economics , panic , financial market , financial system , economics , finance , financial economics , autoregressive conditional heteroskedasticity , psychology , anxiety , machine learning , psychiatry , computer science
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