The determinants of asymmetric volatility

Review of Financial Studies

Volumn 14, Issue 3, 2001, Pages 837-859

  Wu, Guojun ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039894005     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/14.3.837     Document Type: Article

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