Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach

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Front. Econ. China ›› 2012, Vol. 7 ›› Issue (1) : 22-43. DOI: 10.3868/s060-001-012-0002-6
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Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach

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{{article.zuoZheEn_L}}. {{article.titleEn}}. Front Econ Chin, 2012, 7(1): 22‒43 https://doi.org/10.3868/s060-001-012-0002-6

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