Asymmetry and leverage in realized volatility

M Asia, Michael McAleer, MC Medeiros

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages28
EditionEI report serie EI 2008-31
Publication statusPublished - 2008

Publication series

SeriesEI report serie
VolumeEI 2008-31

Research programs

  • EUR ESE 31

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