@techreport{rockinger:hal-00607660, TITLE = {{Volatility Clustering, Asymmetry and Hysteresis in Stock Returns: International Evidence}}, AUTHOR = {Rockinger, Michael and Crouhy, Michel}, URL = {https://hec.hal.science/hal-00607660}, NOTE = {Cahier de Recherche du Groupe HEC Paris, n{\textdegree} 521}, YEAR = {1994}, KEYWORDS = {Volatility ; Clustering ; Asymmetry ; Hysteresis ; Stock Returns ; International ; Evidence}, HAL_ID = {hal-00607660}, HAL_VERSION = {v1}, }