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Faculty of Scien... [1]
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LIU ZHI [1]
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Journal article [1]
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2022 [1]
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英語English [1]
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Mathematics [1]
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Testing for the Presence of the Leverage Effect without Estimation
Journal article
Liu, Zhi. Testing for the Presence of the Leverage Effect without Estimation[J]. Mathematics, 2022, 10(14), 2511.
Authors:
Liu, Zhi
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Submit date：2023/01/30
High-frequency Data
Itô Semi-martingale
Leverage Effect
Test
