Found 6 Documents (Results 1–6)
Improving the asymmetric stochastic volatility model with ex-post volatility: the identification of the asymmetry. (English) Zbl 1518.91269
MSC:
91G15
Revisiting the intertemporal risk-return relation: asymmetrical effect of unexpected volatility shocks. (English) Zbl 1402.91924
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