半非参数随机波动模型下的杠杆效应难题

{"title":"半非参数随机波动模型下的杠杆效应难题","authors":"Dachuan Chen, Chenxu Li, C. Tang, Jun Yan","doi":"10.1080/07350015.2023.2203756","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":118766,"journal":{"name":"Journal of Business & Economic Statistics","volume":"98 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-04-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models\",\"authors\":\"Dachuan Chen, Chenxu Li, C. Tang, Jun Yan\",\"doi\":\"10.1080/07350015.2023.2203756\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":118766,\"journal\":{\"name\":\"Journal of Business & Economic Statistics\",\"volume\":\"98 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-04-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Business & Economic Statistics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/07350015.2023.2203756\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Business & Economic Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/07350015.2023.2203756","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}