Media type: E-Article Title: Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry Contributor: Zhang, Zehua [Author]; Zhao, Ran [Author] Published: 2023 Published in: Quantitative finance ; 23(2023), 1, Seite 35-51 Language: English DOI: 10.1080/14697688.2022.2140700 Identifier: Keywords: Asymmetric stochastic volatility ; Bayesian MCMC ; Density forecasting ; Leverage effect ; Realized volatility measures ; Time-varying asymmetry ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access