The role of asymmetry: evidence from Chinese treasury bond market

DOI10.4310/SII.2009.V2.N1.A6zbMath1245.91102OpenAlexW2332291728MaRDI QIDQ440040

Yixiang Tian, Dijun Tan

Publication date: 18 August 2012

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2009.v2.n1.a6

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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