Principal regression analysis and the index leverage effect

Published 2011 View Full Article

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Title
Principal regression analysis and the index leverage effect
Authors
Keywords
-
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 390, Issue 17, Pages 3026-3035
Publisher
Elsevier BV
Online
2011-04-19
DOI
10.1016/j.physa.2011.04.007

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