Department of Economics and Business Economics

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Stochastic volatility and stochastic leverage

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DOI

  • Almut Veraart
  • Luitgard Veraart, Karlsruhe Institute of Technology, Germany
Original languageEnglish
JournalAnnals of Finance
Volume8
Issue2-3
Pages (from-to)205-233
ISSN1614-2446
DOIs
Publication statusPublished - 2012

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