A New Method for Testing Leverage Effect

HAO Hongxia; LIN Jinguan; WANG Hongxia

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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2019, Vol. 35 ›› Issue (5) : 453-468. DOI: 10.3969/j.issn.1001-4268.2019.05.002

A New Method for Testing Leverage Effect

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2019, 35(5): 453-468 https://doi.org/10.3969/j.issn.1001-4268.2019.05.002

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