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Quantitative Finance Volume 23, 2023 - Issue 1
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Research Papers

Improving the asymmetric stochastic volatility model with ex-post volatility: the identification of the asymmetry

Zehua Zhang† Center for Economics, Finance, and Management Studies, Hunan University, Lushan Road, Yuelu District, Changsha, Hunan, People's Republic of ChinaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0003-0053-6107
ORCID Icon &
Ran Zhao‡ University of Liverpool Management School, University of Liverpool, Chatham St, Liverpool, L69 7ZH, UKORCID Iconhttps://orcid.org/0000-0001-8502-0024
ORCID Icon
Pages 35-51 | Received 05 Feb 2022, Accepted 21 Oct 2022, Published online: 06 Nov 2022

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