Asymmetric volatility in the foreign exchange marketsJianxin Wang(Australian Institute of Business), Minxian Yang(Australian Institute of Business)Journal of International Financial Markets Institutions and MoneyOctober 20, 200810.1016/j.intfin.2008.10.001Cited by 84SaveCiteExport RISWatch citationsAbstractRelated PapersConditional Heteroskedasticity in Asset Returns: A New ApproachDaniel B. Nelson|Econometrica|1991|10.4kEstimating and Testing Linear Models with Multiple Structural ChangesJushan Bai, Pierre Perrón|Econometrica|1998|6kARCH modeling in financeTim Bollerslev, Ray Yeutien Chou, Kenneth F. Kroner|Journal of Econometrics|1992|4.4kA long memory property of stock market returns and a new modelZhuanxin Ding, Clive W. J. Granger, Robert F. Engle|Journal of Empirical Finance|1993|3.3kVolatilities of different time resolutions — Analyzing the dynamics of market componentsUlrich Müller, Michel M. Dacorogna, Rakhal D. Davé et al.|Journal of Empirical Finance|1997|751