 Furthermore, asymmetric reactions in the volatility process to price fluctuations between uptrend (bull) and downtrend (bear) regimes are discussed from the viewpoint of cross-correlations quantified by the asymmetric DCCA coefficient , which is a different approach from the conventional GARCH-class models .
<clarity>  Furthermore, asymmetric reactions in the volatility process to price fluctuations between uptrend (bull) and downtrend (bear) regimes are discussed from the viewpoint of cross-correlations quantified by the asymmetric DCCA coefficient , which is a different approach from the conventional GARCH-class models .
 Furthermore, asymmetric reactions in the volatility process to price fluctuations between uptrend (bull) and downtrend (bear) regimes are discussed from the asymmetric DCCA coefficient , which is a different approach from the conventional GARCH-class models .