Asymmetry, realised volatility and stock return risk estimates

Aurea Grané () and Helena Veiga

Portuguese Economic Journal, 2012, vol. 11, issue 2, 147-164

Keywords: Asymmetry; High-frequency data; Minimum capital risk requirements; Realised volatility; C14; C15; G15 (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s10258-012-0081-8

Portuguese Economic Journal is currently edited by Luís F. Costa

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