The impacts of asymmetry on modeling and forecasting realized volatility in Japanese stock markets¶

Bibliographic record. Follow the original-source link for the publication.

Field	Value
Topics	volatility, research_methods
Authors	Daiki Maki, Yasushi Ota
Published	2020-05-30
Source	arXiv Quantitative Finance History
Identifiers	arxiv:2006.00158
URL	Open original source

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