Asymmetric Predictability of Conditional Variances

Abstract

Journal Article Asymmetric Predictability of Conditional Variances Get access Jennifer Conrad, Jennifer Conrad University of North Carolina at Chapel Hill Search for other works by this author on: Oxford Academic Google Scholar Mustafa N. Gultekin, Mustafa N. Gultekin University of North Carolina at Chapel Hill Search for other works by this author on: Oxford Academic Google Scholar Gautam Kaul Gautam Kaul The University of Michigan at Ann Arbor Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 4, Issue 4, October 1991, Pages 597–622, https://doi.org/10.1093/rfs/4.4.597 Published: 05 May 2015