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- Title
- Modeling market downside volatility
- Creators - without role
- Bruno Feunou - Bank of Canada (CA)Mohammad R. Jahan-Parvar - East Carolina University (US)Roméo Tédongap - Stockholm School of Economics, Department of Finance
- Publication Details
- Review of Finance, Vol.17(1), pp.443-481
- Publisher
- Oxford University Press (OUP): Policy F - Oxford Open Option D
- Number of pages
- 39
- Identifiers
- 991001480224006056
- Academic Unit
- Department of Finance
- Language
- English
- Resource Type
- Journal article