1. Volatility Clustering, Asymmetry and Hysteresis in Stock Returns: International Evidence

   • MICHEL CROUHY
   • MICHAEL ROCKINGER

   OriginalPaper Pages: 1 - 35

2. Volatility Persistence and Switching ARCH in Japanese Stock Returns

   • WAI MUN FONG

   OriginalPaper Pages: 37 - 57

3. Overstatement of Implied Variance in the Dollar/Yen Currency Option Market

   • DAJIANG GUO

   OriginalPaper Pages: 59 - 73

4. Investment Horizon and Composition of Optimal Portofolio: International Evidence

   • GORDON Y.N. TANG
   • RAYMOND S.K. LEE

   OriginalPaper Pages: 75 - 96