@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042100, author = {Asai, Manabu and McAleer, Michael and Medeiros, Marcelo C.}, month = {Aug}, note = {application/pdf, 本文フィルはリンク先を参照のこと}, title = {Asymmetry and Leverage in Realized Volatility}, year = {2009} }