The Determinants of Asymmetric Volatility
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/14/3/837/5393045/140837.pdf
Reference32 articles.
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3. Backus D. Zin S. E. , 1994, “Reverse Engineering the Yield Curve,” Working Paper no. 4676, NBER.
4. Bates D. S. , 1997, “Post-’87 Crash Fears in S&P 500 Futures Options,” Working Paper No. 5894, NBER.
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