The asymmetric response of volatility to market changes and the volatility smile: Evidence from Australian options
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- repec:eee:eneeco:v:68:y:2017:i:c:p:53-65 is not listed on IDEAS
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More about this item
KeywordsBehavioural finance; Asymmetric volatility; Implied volatility; Informational efficiency;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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