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https://repub.eur.nl/pub/1533
RePub, Erasmus University Repository: Modeling asymmetric volatility in weekly Dutch temperature...
erasmus university
asymmetric volatility
repository
modeling
https://www.econstor.eu/handle/10419/240699
EconStor: Asymmetric volatility effects in risk management: An empirical analysis using a stock...
EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW.
https://download.atlantis-press.com/proceedings/jcis-06/74
Volatility Dynamics of the Greater China Stock Markets: A Multivariate Asymmetric Approach |...
This paper examines the volatility dynamics of the greater China stock markets (Shanghai A- and B-shares, Shenzhen A- and B-shares, Taiwan, and Hong Kong) by...
of the
greater china
https://kar.kent.ac.uk/71089/
Discussion of: The effect of asymmetric volatility and jumps on the pricing of VIX derivatives by...