Work

The Fe ar Z Function : modeling asymmetric volatility decay across market shock categories

Year: 2025

Type: article

Source: Review of Behavioral Finance

DOI: 10.1108/rbf-06-2025-0239

Author: Sangphill Kim

Institution: University of Massachusetts Lowell

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4416934697

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Cites: 26

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