Volatility asymmetry and leverage: Some U.S. evidence

Emawtee Bissoondoyal-Bheenick; Robert Darren Brooks

Volatility asymmetry and leverage: Some U.S. evidence

Emawtee Bissoondoyal-Bheenick, Robert Darren Brooks

Econometrics & Business Statistics

Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review

Original language	English
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

Cite this

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title = "Volatility asymmetry and leverage: Some U.S. evidence",

author = "Emawtee Bissoondoyal-Bheenick and Brooks, {Robert Darren}",

year = "2010",

language = "English",

isbn = "9780071663700",

pages = "115 -- 123",

editor = "Gregoriou, {Greg N} and Christian Hoppe and Wehn, {Carsten S}",

booktitle = "The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets",

publisher = "McGraw-Hill Education",

address = "United States of America",

edition = "1st",

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Volatility asymmetry and leverage: Some U.S. evidence. / Bissoondoyal-Bheenick, Emawtee; Brooks, Robert Darren.
The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets. ed. / Greg N Gregoriou; Christian Hoppe; Carsten S Wehn. 1st. ed. USA: McGraw-Hill Education, 2010. p. 115 - 123.

Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review

TY - CHAP

T1 - Volatility asymmetry and leverage: Some U.S. evidence

AU - Bissoondoyal-Bheenick, Emawtee

AU - Brooks, Robert Darren

PY - 2010

Y1 - 2010

M3 - Chapter (Book)

SN - 9780071663700

SP - 115

EP - 123

BT - The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets

A2 - Gregoriou, Greg N

A2 - Hoppe, Christian

A2 - Wehn, Carsten S

PB - McGraw-Hill Education

CY - USA

ER -