Asai, Manabu (contributor); McAleer, Michael (contributor); … - 2008
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Asymmetry and Leverage in Realized Volatility
Manabu Asai
Faculty of Economics
Soka University, Japan …. For
financial support, the first author acknowledges the Japan Ministry of Education, Culture,
Sports, Science and … Technology, the Japan Society for the Promotion of Science, and the
Australian Academy of Science, the second author is most …