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N°14-59: Asymmetric Beta Comovement and Systematic Downside Risk, E. Jondeau and Q. Zhang, 2014.

N°14-59: Asymmetric Beta Comovement and Systematic Downside Risk, E. Jondeau and Q. Zhang, 2014.

AuthorE. Jondeau, Q. Zhang
CategoryWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2511327

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