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Complex relationships among firm risk,asymmetric volatility,volatility skew,and the leverage effect |
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| Authors: | Chih‐Tung Hsiao Dong‐Shang Chang Shu‐Ming Liu |
| Affiliation: | 1. Department of Economics, Tunghai University, Xitun District, Taichung, Taiwan R.O.C.;2. Department of Business Administration, National Central University, Zhongli District, Taoyuan City, Taiwan (R.O.C.) |
| Abstract: | |
| Keywords: | asymmetric volatility leverage effect volatility smile risk cybernetics |