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Volatility Clustering, Asymmetry and Hysteresis in Stock Returns: International Evidence

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hal-00607660 , version 1 (10-07-2011)

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  • HAL Id : hal-00607660 , version 1

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Michael Rockinger, Michel Crouhy. Volatility Clustering, Asymmetry and Hysteresis in Stock Returns: International Evidence. 1994. ⟨hal-00607660⟩

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