Volatility clustering, asymmetry and hysteresis in stock returns: International evidence

DOI10.1023/A:1009635408094zbMath1153.91707MaRDI QIDQ1000418

Michael Rockinger, Michel Crouhy

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Mathematics Subject Classification ID

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