Volatility asymmetry based on prospect theory

ZHANG Wei, ZHANG Hai-feng, ZHANG Yong-jie, XIONG Xiong

Systems Engineering - Theory & Practice ›› 2012 ›› Issue (3) : 458-465.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2012 ›› Issue (3) : 458-465. DOI: 10.12011/1000-6788(2012)3-458

Volatility asymmetry based on prospect theory

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2012(3): 458-465 https://doi.org/10.12011/1000-6788(2012)3-458

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