TIME-VARYING VOLATILITY IN CANADIAN AND U.S. STOCK INDEX AND INDEX FUTURES MARKETS: A MULTIVARIATE ANALYSIS
| Year of publication: |
2000
|
|---|---|
| Authors: | Racine, M. D. ; Ackert, Lucy F. |
| Published in: |
Journal of Financial Research. - Southern Finance Association - SFA, ISSN 0270-2592. - Vol. 23.2000, 2, p. 129-143
|
| Publisher: |
Southern Finance Association - SFA Southwestern Finance Association - SWFA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010889374