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Dynamic Asymmetric Leverage in Stochastic Volatility Models 

Authors: Manabu Asai a; Michael McAleer b
Affiliations:   a Faculty of Economics, Soka University, Tokyo, Japan
b School of Economics and Commerce, University of Western Australia, Perth, Australia
DOI: 10.1080/07474930500243035
Publication Frequency: 6 issues per year
Published in: journal Econometric Reviews, Volume 24, Issue 3 July 2005 , pages 317 - 332
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