Dangxing Chen

University of California, Berkeley - Consortium for Data Analytics in Risk

United States

SCHOLARLY PAPERS

1

DOWNLOADS

55

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Does the Leverage Effect Affect the Return Distribution?

Number of pages: 26 Posted: 04 Oct 2019
Dangxing Chen
University of California, Berkeley - Consortium for Data Analytics in Risk
Downloads 55 (560,929)

Abstract:

Loading...

Leverage effect, Stochastic volatility, Size, Risk