%0 Report %T Volatility Clustering, Asymmetry and Hysteresis in Stock Returns: International Evidence %+ Groupement de Recherche et d'Etudes en Gestion à HEC (GREGH) %A Rockinger, Michael %A Crouhy, Michel %Z Cahier de Recherche du Groupe HEC Paris, n° 521 %8 1994 %D 1994 %K Volatility %K Clustering %K Asymmetry %K Hysteresis %K Stock Returns %K International %K Evidence %Z Humanities and Social Sciences/Economics and Finance/domain_shs.eco.ecoReports %G English %L hal-00607660 %U https://hec.hal.science/hal-00607660 %~ SHS %~ HEC %~ CNRS %~ AO-ECONOMIE %~ LARA