%0 Journal Article %T Asymmetry and Long Memory in Volatility Modeling %A Asai, Manabu %A McAleer, Michael %A Medeiros, Marcelo C. %J Journal of Financial Econometrics %V 10 %N 3 %P 495-512 %@ 1479-8409 %D 2012-06-20 %I Oxford University Press %~ DeepDyve