4Koutmos, G, 1992, "Asymmetric Volatility and Risk Return Tradeoff in Foreign Stock Markets", Journal of Multinational Financial Management, 2, 27-43.
5Koutmos, G, C Negakis, and P Theodossiou, 1993, "Stochastic Behaviour of the Athens Stock Exchange", Applied Financial Economics,3, 119-126.
6Nelson, D B, 1990,"Conditional Heteroskedasticity in Asset Return: A New Approach", Econometrica, 59, 347-370.
7Pagan, A R, and G W Schwert, 1990, "Alternative Models for Conditional Stock Volatility", Journal of Econometrics, 45, 267-290.
8Poon, Ser-Huang, and S J Taylor, 1992, "Stock Returns and Volatility: An Empirical Study of the U K Stock Market", Journal of Banking and Finance, 16, 37-59.
9Yeh, Y H , and L J Tsai,2000, "The Interaction and Volatility Asymmetry of Unexpected Returns in the Greater China Stock Markets",Global Finance Journal, 11, 129-149.
10Black, F, 1976, "Studies of Stock Price Volatility Changes", Proceedings of the American Statistical Association, Business and Economics Statistics Section, 177-181.
