Asymmetric covariance, volatility, and the effect of news

Warren Gregory Dean, Robert Faff

    Research output: Contribution to journalArticleResearchpeer-review

    8 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)393 - 413
    Number of pages21
    JournalJournal of Financial Research
    VolumeXXVII
    Issue number3
    DOIs
    Publication statusPublished - 2004

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