Yu-Min Yen
Selected Publications
A nonparametric test of a strong leverage hypothesis
The so-called leverage hypothesis is that negative shocks to prices/returns affect volatility more than equal positive […]
Previous version
A nonparametric test of a strong leverage hypothesis
The so-called leverage hypothesis is that negative shocks to prices/ returns affect volatility more than equal […]
Latest version
Previous version
A nonparametric test of the leverage hypothesis
The so-called leverage hypothesis is that negative shocks to prices/returns aff ect volatility more than equal […]