Sökning: "asymmetric volatlity"
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1. The Leverage Effect - Uncovering the true nature of U.S. asymmetric volatility
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The topic of this thesis is the leverage effect i.e. asymmetric volatility. The leverage effect describes the negative relationship between asset value and volatility. LÄS MER
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