Explaining asymmetric volatility around the worldTalpsepp, Tõnn; Rieger, Marc OliverJournal of empirical finance2010 / 5, p. 938-956 https://econpapers.repec.org/article/eeeempfin/v_3a17_3ay_3a2010_3ai_3a5_3ap_3a938-956.htm