Explaining asymmetric volatility around the world
Talpsepp, Tõnn
;
Rieger, Marc Oliver
Journal of empirical finance
2010
/
5, p. 938-956
https://econpapers.repec.org/article/eeeempfin/v_3a17_3ay_3a2010_3ai_3a5_3ap_3a938-956.htm