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

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https://hal-hec.archives-ouvertes.fr/hal-00607660
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Sunday, July 10, 2011 - 4:09:43 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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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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