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A generalized partially linear model of asymmetric volatility

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  • Wu, Guojun
  • Xiao, Zhijie

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  • Wu, Guojun & Xiao, Zhijie, 2002. "A generalized partially linear model of asymmetric volatility," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 287-319, August.
    • Handle: RePEc:eee:empfin:v:9:y:2002:i:3:p:287-319
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