Structural GARCH: The Volatility-Leverage Connection

Journal Article Structural GARCH: The Volatility-Leverage Connection Get access Robert F. Engle, Robert F. Engle Stern School of Business, New York University Search for other works by this author on: Oxford Academic Google Scholar Emil N. Siriwardane Emil N. Siriwardane Harvard Business School, Harvard University Send correspondence to Emil Siriwardane, 261 Baker Library, Harvard Business School, Boston, MA 02163; telephone: 617-495-5512. E-mail: esiriwardane@hbs.edu. Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 31, Issue 2, February 2018, Pages 449–492, https://doi.org/10.1093/rfs/hhx099 Published: 12 September 2017