Asai, Manabu (contributor); McAleer, Michael (contributor); … - 2008
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Asymmetry and Leverage in Realized Volatility
Manabu Asai
Faculty of Economics
Soka University, Japan …
Michael McAleer
School of Economics and Commerce
University of Western Australia
and
Econometric Institute
Erasmus … University Rotterdam
Marcelo C. Medeiros
Department of Economics
Pontifical Catholic University of Rio de Janeiro
EI …