Duffee
常見例句
- Finally, the empirical results do not support leverage effect hypothesis, and the hypothesis proposed by Duffee (1995) can explain the part of the asymmetric volatility behavior.
(3)無(wú)法支持槓桿效果假說(shuō)而當(dāng)期報(bào)酬-波動(dòng)假說(shuō)有部分的解釋能力。 返回 Duffee