The sign of asymmetry and the Taylor Effect in stochastic volatility models
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-03-03 (All new papers)
- NEP-ECM-2007-03-03 (Econometrics)
- NEP-ETS-2007-03-03 (Econometric Time Series)
- NEP-RMG-2007-03-03 (Risk Management)
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