Asymmetric volatility in equity markets around the world

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Asymmetric volatility in equity markets around the world

Horpestad, Jone B., Lyócsa, Štefan, Molnár, Peter, Olsen, Torbjørn B.
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Language:
english
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2018.07.011
Date:
July, 2018
File:
PDF, 350 KB
english, 2018
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