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Physical Review Letters

Volumn 87, Issue 22, 2001, Pages 228701/1-228701/4

Leverage effect in financial markets: The retarded volatility model

(3) Matacz, Andrew b Potters, Marc b Bouchaud, Jean Philippe a,b

a SERVICE DE PHYSIQUE DE L ETAT CONDENSÉ (France)

b Science and Finance (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84988788359 PISSN: 00319007 EISSN: None Source Type: Journal
DOI: None Document Type: Article

Times cited : (32)

References (22)

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