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Time-varying volatility in Canadian and U.S. stock index and index futures markets

Title	Time-varying volatility in Canadian and U.S. stock index and index futures markets : a multivariate analysis
Author info	Marie D. Racine and Lucy F. Ackert
Author	Racine Marie D.
Co-authors	Ackert Lucy F.
Issue data	Atlanta : Federal Reserve Bank of Atlanta , 1998. - 23 s.
Edition	Working Paper , 98-14
Document kind	správy výskumné
Language	English
Country of Edition	United States of America
systematics	519.86 - Teória ekonomicko-matematických modelov
Keywords	modely analytické ekonometrické * burzovníctvo * papiere cenné * indexy burzové * USA * Kanada
Database	BOOKS
Copy count	1, currently available 1, at library only 0
Call number	756222

Call number	Location	Sublocation	Info
756222	SEK	Sklad knižničného fondu	availaible

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Number of the records: 1