# Robust Volatility Estimation and Analysis of the Leverage Effect

> 2002 doctoral thesis by John Randal at Victoria University of Wellington

**Wikidata**: [Q112858015](https://www.wikidata.org/wiki/Q112858015)  
**Source**: https://4ort.xyz/entity/robust-volatility-estimation-and-analysis-of-the-leverage-effect


## References

1. [Source](https://doi.org/10.26686/wgtn.16945822)