Author:
Albu Lucian Liviu,Lupu Radu,Călin Adrian Cantemir
Subject
General Economics, Econometrics and Finance
Reference30 articles.
1. Asymmetric Volatility and Risk in Equity Markets;Bekaert;Review of Financial Studies,2000
2. The Determinants of Asymmetric Volatility;Wu;Review of Financiat Studies,2000
3. Jackwerth, J.C., Vilkov, G., 2014 Asymmetric Volatility Risk: Evidence from Option Markets (August 6, 2014). Available at SSRN: http://ssrn.com/abstract=2325380 or http://dx.doi.org/10.2139/ssrn.2325380.
4. Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon;Dennis;Journal of Financial and Quantitative Analysis,2006
5. Studies of Stock Price Volatility Changes. Proceedings of the 1976 Meetings of the American Statistical Association;Black;Business and Economical Statistics Section,1976
Cited by
9 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献