Title:

Asymmetry, Realised Volatility and Stock Return Risk Estimates

Authors:

Aurea Grane (U Carlos III)
Helena Veiga (ISCTE - Instituto Universitário de Lisboa, U Carlos III)

Journal:

Portuguese Economic Journal

Year:

2012

Volume:

11

Pages:

147-164

JEL code:

G12 - Asset Pricing; Trading volume; Bond Interest Rates