bibtex13jz_beta

@UNPUBLISHED{JZ2015betacomove,

title={Asymmetric Beta Comovement and Systematic Downside Risk},

author={Jondeau, Eric and Zhang, Qunzi},

note={Swiss Finance Institute Research Paper No. 14-59. Available at SSRN: http://ssrn.com/abstract=2511327},

year={2015}

}