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

  1. RACINE, Marie D. - ACKERT, Lucy F. Time-varying volatility in Canadian and U.S. stock index and index futures markets : a multivariate analysis. Atlanta : Federal Reserve Bank of Atlanta, 1998. 23 s. Working Paper, 98-14.

Number of the records: 1  

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