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Leverage effect, economic policy uncertainty and realized volatility with regime switching
Duan, Yinying, Chen, Wang, Zeng, Qing, Liu, ZhicaoVolume:
493
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2017.10.040
Date:
March, 2018
File:
PDF, 389 KB
english, 2018