Contemporaneous asymmetry in GARCH processes

Citations

Cited by:

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3. repec:dau:papers:123456789/6887 is not listed on IDEAS
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27. Diamandis, Panayiotis F. & Drakos, Anastassios A. & Kouretas, Georgios P. & Zarangas, Leonidas, 2011. "Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets," International Review of Financial Analysis, Elsevier, vol. 20(3), pages 165-176, June.
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