Asymmetry and Leverage in Stochastic Volatility Models: An Exposition

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Date: 2013-01-15 17:38:39 Economics Volatility Autoregressive conditional heteroskedasticity Stochastic volatility Leverage Mathematical finance Financial economics Finance		Asymmetry and Leverage in Stochastic Volatility Models: An Exposition Add to Reading List Source URL: www.mssanz.org.au Download Document from Source Website File Size: 216,99 KB Share Document on Facebook

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