Click here for immediate access to the latest key research articles

Multiple time scales in volatility and leverage correlations: a stochastic volatility model 

Authors: Josep Perell ^a;  Jaume Masoliver ^a; Jean-Philippe Bouchaud ^bc

Affiliations:	a Department de Fsica 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

Published in: Applied Mathematical Finance, Volume 11, Issue 1 March 2004 , pages 27 - 50

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Formats available: PDF (English)

Article Requests: Order Reprints : Request Permissions

• Sign In
• Online Sample

Recommending 'Multiple time scales in volatility and leverage correlations: a stochastic volatility model'

This service is temporarily unavailable.

Please copy the URL in your address bar and email it direct to your colleague or librarian to recommend this resource.