Asymmetric Realized Volatility Risk

Author: Allen David E.   McAleer Michael   Scharth Marcel  

Publisher: MDPI

E-ISSN: 1911-8074|7|2|80-109

ISSN: 1911-8074

Source: Journal of Risk and Financial Management, Vol.7, Iss.2, 2014-06, pp. : 80-109

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Abstract