Asymmetric Realized Volatility Risk
Allen, David; McAleer, Michael; Scharth, Marcel
- 期刊名称Journal of Risk and Financial Management
- 作者Allen, David; McAleer, Michael; Scharth, Marcel
- 卷第7卷
- 期第2期
- 电子ISSN1911-8074
- 文件大小578.77KB
- 发表时间2014-06-25
- DOI10.3390/jrfm7020080
- 页码80-109