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Asymmetric and crash effects in stock volatility for the S and P 100 index and its constituents

Research output: Contribution to Journal/MagazineJournal articlepeer-review

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<mark>Journal publication date</mark>2002
<mark>Journal</mark>Applied Financial Economics
Volume12
Number of pages11
Pages (from-to)319-329
Publication StatusPublished
<mark>Original language</mark>English