Applied Economics Letters
Volume 30, 2023 - Issue 1
Open access
1,435
Views
0
CrossRef citations to date
0
Altmetric
Research Article
A dynamic leverage stochastic volatility model
Hoang Nguyena School of Business, Örebro University, Örebro, SwedenCorrespondence[email protected]
https://orcid.org/0000-0002-0682-8584View further author information
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
Reprints and Permissions
Permission is granted subject to the terms of the License under which the work was published. Permission will be required if your reuse is not covered by the terms of the License.
To request a reprint or commercial or derivative permissions for this article, please click on the relevant link below.
For more information please visit our Permissions help page.
Related research
People also read lists articles that other readers of this article have read.
Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.
Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.