Multiple time scales in volatility and leverage correlations: a stochastic volatility model
Authors:
Josep Perell
a;
Jaume Masoliver a;
Jean-Philippe Bouchaud bc
a;
Jaume Masoliver a;
Jean-Philippe Bouchaud bc
| Affiliations: | a Department de F sica Fonamental, Universitat de Barcelona, E-08028 Barcelona, Spain |
b Service the Physique de l' tat Condens , Centre d' tudes de Saclay, 91191 Gif-sur-Yvette Cedex, France |
|
| c Science and Finance-CFM, 75009 Paris, France |
DOI:
10.1080/1350486042000196155
Publication Frequency:
6 issues per year
Formats available:
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(English)

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sica Fonamental, Universitat de Barcelona, E-08028 Barcelona, Spain
tat Condens
, Centre d'