1. 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 |
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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 |