-- References -- Further Reading -- Chapter 4: Misspecification in an Asymmetrically Dependent World: Implications for Volatility … -- 5.1 Introduction -- 5.2 Asymmetric Dependence in Implied Equity Correlation: The Implied Correlation Skew -- 5.3 The … Effect of Correlation Skew on Portfolio Choice -- 5.3.1 The Optimal Portfolio Incorporating Stochastic Correlation -- 5 …

performance is driven by estimation bias. Through an empirical application, we demonstrate the impact of the criteria on the …

financial markets, and volatility of exchange rates in the international context. This book can be used as a reference for …