The leverage effect puzzle revisited: Identification in...

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Journal of Econometrics 2020 / 1

The leverage effect puzzle revisited: Identification in discrete time

Han, Hyojin, Khrapov, Stanislav, Renault, Eric
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Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2019.12.003
Date:
January, 2020
File:
PDF, 1.66 MB
english, 2020
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