The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency. February 5, 2013

Yacine Ait-Sahalia Jianqing Fan Yingying Li

Statistics Theory and Methods mathscidoc:1912.43433

Princeton University, USA and Hong Kong University of Science and Technology, HKSAR Extent and terms of a thesis are specified in directions for its elaboration that are opened to the public on the web sites of the faculty
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@inproceedings{yacinethe,
  title={The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency. February 5, 2013},
  author={Yacine Ait-Sahalia, Jianqing Fan, and Yingying Li},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221114410251663993},
  booktitle={Princeton University, USA and Hong Kong University of Science and Technology, HKSAR Extent and terms of a thesis are specified in directions for its elaboration that are opened to the public on the web sites of the faculty},
}
Yacine Ait-Sahalia, Jianqing Fan, and Yingying Li. The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency. February 5, 2013. In Princeton University, USA and Hong Kong University of Science and Technology, HKSAR Extent and terms of a thesis are specified in directions for its elaboration that are opened to the public on the web sites of the faculty. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221114410251663993.
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