Browsing by Subject Asymmetry

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Showing results 1 to 2 of 2
Issue DateTitleAuthor(s)
2012Asymmetry in the permanent price impact of block purchases and sales: theory and empirical evidenceFrino, Alex; Mollica, Vito; Romano, Maria Grazia
2006Modelling asymmetric volatility dynamics by multivariate bl-garch modelsStorti, Giuseppe