Volatility clustering, asymmetry and hysteresis in stock returns: International evidence
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Publication:1000418
DOI10.1023/A:1009635408094zbMATH Open1153.91707MaRDI QIDQ1000418FDOQ1000418
Publication date: 6 February 2009
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
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