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Switching asymmetric GARCH and options on a volatility index
Daouk, Hazem; Guo, Jie Qun - In: The journal of futures markets 24 (2004) 3, pp. 251-282
Persistent link: https://www.econbiz.de/10001968654
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Is unlevered firm volatility asymmetric?
Daouk, Hazem; Ng, David Tat-chee - In: Journal of empirical finance 18 (2011) 4, pp. 634-651
Persistent link: https://www.econbiz.de/10009306538