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Applied Economics Letters Volume 30, 2023 - Issue 1
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Research Article

A dynamic leverage stochastic volatility model

Hoang Nguyena School of Business, Örebro University, Örebro, SwedenCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-0682-8584View further author information
ORCID Icon,
Trong-Nghia Nguyenb Discipline of Business Analytics, The University of Sydney Business School and ACEMS, Sydney, NSW, AustraliaView further author information
&
Minh-Ngoc Tranb Discipline of Business Analytics, The University of Sydney Business School and ACEMS, Sydney, NSW, AustraliaView further author information
Pages 97-102 | Published online: 30 Sep 2021

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