Modeling the leverage effect with copulas and realized volatility
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Serra, Teresa & Gil, José M., 2012. "Biodiesel as a motor fuel price stabilization mechanism," Energy Policy, Elsevier, vol. 50(C), pages 689-698.
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More about this item
KeywordsLeverage effect Copulas Tail dependence Realized volatility High frequency data;
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