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

Michel Crouhy ; G. Michael Rockinger

Year of publication:	1994
Authors:	Crouhy, Michel ; Rockinger, Michael
Institutions:	Chambre de commerce et d'industrie de Paris (contributor)
Publisher:	Paris [u.a.] : Chambre de Commerce et d'Industrie de Paris
Subject:	Volatilität \| Volatility \| Hysterese \| Hysteresis \| Welt \| World \| Kapitaleinkommen \| Capital income \| Zeitreihenanalyse \| Time series analysis

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