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Volatility components, leverage effects, and the return–volatility relations

Volatility components, leverage effects, and the return–volatility relations

Junye Li

作者Junye Li
卷第35卷
期第6期
印刷ISSN0378-4266
文件大小501.55KB
发表时间2011
DOI10.1016/j.jbankfin.2010.10.026

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