Original language | English |
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Title of host publication | The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets |
Editors | Greg N Gregoriou, Christian Hoppe, Carsten S Wehn |
Place of Publication | USA |
Publisher | McGraw-Hill Education |
Pages | 115 - 123 |
Number of pages | 9 |
Edition | 1st |
ISBN (Print) | 9780071663700 |
Publication status | Published - 2010 |
Volatility asymmetry and leverage: Some U.S. evidence
Emawtee Bissoondoyal-Bheenick, Robert Darren Brooks
Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review