Kroner, K.F. and Ng, V.K. (1998) Modeling Asymmetric Comovements of Asset Returns. Review of Financial Studies, 11, 817-844. - References

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Kroner, K.F. and Ng, V.K. (1998) Modeling Asymmetric Comovements of Asset Returns. Review of Financial Studies, 11, 817-844.
http://dx.doi.org/10.1093/rfs/11.4.817

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