Modeling asymmetric comovements of asset returns

Review of Financial Studies

Volumn 11, Issue 4, 1998, Pages 817-844

  Kroner, Kenneth F ^a   Ng, Victor K ^b  

^a Federal Service for Surveillance on Consumer Rights Protection and Human Well Being   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032356260     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/11.4.817     Document Type: Article

References (22)

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