keyword Reversed Leverage Effect Bias ‎/ (1 Article)

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Unusual behavior: Reversed Leverage Effect Bias

Writer : Jafari، Farzad ؛ Tajdini، Saeid ؛ Lotfi Ghahroud، Majid ؛

Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2021, Volume 1 - Number 1 (‎12 page(s) - From 65 to 76 )
Keywords:GARCH Stock Market Volatility Reversed Leverage Effect Bias GJRGARCH

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