Testing for Leverage Effect in Financial Returns
- 期刊名称SSRN Electronic Journal
- 作者Chorro, Christophe; Guegan, Dominique; Ielpo, Florian; Lalaharison, Hanjarivo
- 电子ISSN1556-5068
- 文件大小382.92KB
- 发表时间2014
- DOI10.2139/ssrn.2590269
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