On Leverage in a Stochastic Volatility Model
| Author | : Jun Yu |
| Publisher | : |
| Total Pages | : 18 |
| Release | : 2004 |
| ISBN-10 | : OCLC:224527439 |
| ISBN-13 | : |
| Rating | : 4/5 ( Downloads) |
Book Synopsis On Leverage in a Stochastic Volatility Model by : Jun Yu
Download or read book On Leverage in a Stochastic Volatility Model written by Jun Yu and published by . This book was released on 2004 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper is concerned with specification for modelling finanical leverage effect in the context of stochastic volatility models.
