Media type: E-Book Title: Identifying the volatility risk price through the leverage effect Contributor: Cheng, Xu [Author]; Renault, Eric [Author]; Sangrey, Paul [Author] Published: Philadelphia, PA: Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, April 23, 2024 Published in: Penn Institute for Economic Research: Working papers ; 2024,13 Issue: This version: April 23, 2024 Extent: 1 Online-Ressource (circa 41 Seiten); Illustrationen Language: English Keywords: leverage effect ; nonparametric identification ; stochastic volatility ; volatility factor ; volatility risk price ; weak identification ; Graue Literatur Origination: Footnote: Access State: Open Access