@incollection{aloy:hal-01410782,
  TITLE = {{Shift-volatility transmission in East Asian equity markets: new indicators}},
  AUTHOR = {Aloy, Marcel and de Truchis, Gilles and Dufr{\'e}not, Gilles and Keddad, Benjamin},
  URL = {https://hal.parisnanterre.fr//hal-01410782},
  BOOKTITLE = {{Market Microstructure and Nonlinear Dynamics}},
  PUBLISHER = {{Springer}},
  YEAR = {2014},
  MONTH = Jun,
  DOI = {10.1007/978-3-319-05212-0\_10},
  KEYWORDS = { Finance general ;  Macroeconomics ;  Monetary Economics ;  Financial Economics ;  Quantitative Finance},
  HAL_ID = {hal-01410782},
  HAL_VERSION = {v1},
}