Browsing by Subject Asymmetry
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) |
|---|---|---|
| 2012 | Asymmetry in the permanent price impact of block purchases and sales: theory and empirical evidence | Frino, Alex; Mollica, Vito; Romano, Maria Grazia |
| 2006 | Modelling asymmetric volatility dynamics by multivariate bl-garch models | Storti, Giuseppe |