Is the leverage effect modelled correctly?

Additional Metadata
Keywords	volatility; stochastic volatility; leverage effect; state-space models; Bellman filter; particle filter
Thesis Advisor	Lange, R.
Persistent URL	hdl.handle.net/2105/59486
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Rutgers, W.F. (2021, June 8). Is the leverage effect modelled correctly?. Econometrie. Retrieved from http://hdl.handle.net/2105/59486

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