Asymmetric volatility in the foreign exchange marketsJianxin Wang, Minxian Yang2008-10-20articleJournal of International Financial Markets Institutions and Money84 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Risk and Volatility ModelingStochastic processes and financial applicationsMarket Dynamics and VolatilityAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 84 citations exist upstream.References1991Conditional Heteroskedasticity in Asset Returns: A New Approach1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks1992ARCH modeling in finance2003Modeling and Forecasting Realized Volatility1993A long memory property of stock market returns and a new model1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances2001The Distribution of Realized Exchange Rate Volatility2004Power and Bipower Variation with Stochastic Volatility and JumpsCited by2017Monetary policy uncertainty and the market reaction to macroeconomic news2013Emerging markets and heavy tails2014Estimating and Forecasting Volatility of Financial Markets Using Asymmetric GARCH Models: An Application on Turkish Financial Markets