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"Complex relationships among firm risk, asymmetric volatility, volatility ..."

Chih-Tung Hsiao, Dong-Shang Chang, Shu-Ming Liu (2016)

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DOI: 10.1002/CPLX.21812

access: closed

type: Journal Article

metadata version: 2020-09-24

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Chih-Tung Hsiao, Dong-Shang Chang, Shu-Ming Liu:
Complex relationships among firm risk, asymmetric volatility, volatility skew, and the leverage effect. Complex. 21(S2): 329-341 (2016)

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