Leverage and Volatility Feedback Effects in High-Frequency Data
Publication
, Journal Article
Bollerslev, T; Litvinova, J; Tauchen, G
May 2005
Duke Scholars
Publication Date
May 2005
Citation
APA
Chicago
ICMJE
MLA
NLM
Bollerslev, T., Litvinova, J., & Tauchen, G. (2005). Leverage and Volatility Feedback Effects in High-Frequency Data.
Bollerslev, Tim, Julia Litvinova, and George Tauchen. “Leverage and Volatility Feedback Effects in High-Frequency Data,” May 2005.
Bollerslev T, Litvinova J, Tauchen G. Leverage and Volatility Feedback Effects in High-Frequency Data. 2005 May;
Bollerslev, Tim, et al. Leverage and Volatility Feedback Effects in High-Frequency Data. May 2005.
Bollerslev T, Litvinova J, Tauchen G. Leverage and Volatility Feedback Effects in High-Frequency Data. 2005 May;
Publication Date
May 2005