Time-varying volatility in Canadian and U.S. stock index and index futures markets <a> multivariate analysis
Enregistré dans:
| Auteur principal: | |
|---|---|
| Autres auteurs: | |
| Format: | Livre |
| Langue: | anglais |
| Publié: |
Atlanta
Federal Reserve Bank of Atlanta
1998
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| Collection: | Working Paper
98-14 |
| Sujets: | |
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MARC
| LEADER | 00000nam a2200000 4500 | ||
|---|---|---|---|
| 001 | c108331 | ||
| 005 | 20221221083759.8 | ||
| 041 | 0 | |a eng | |
| 044 | |a US | ||
| 245 | 1 | 0 | |a Time-varying volatility in Canadian and U.S. stock index and index futures markets |b <a> multivariate analysis |c Marie D. Racine and Lucy F. Ackert |
| 264 | 1 | |a Atlanta |b Federal Reserve Bank of Atlanta |c 1998 | |
| 300 | |a 23 s. | ||
| 490 | 1 | |a Working Paper |v 98-14 | |
| 830 | 0 | |a Working Paper |v 98-14 | |
| 610 | 2 | 0 | |a modely analytické ekonometrické |
| 610 | 2 | 0 | |a burzovníctvo |
| 610 | 2 | 0 | |a papiere cenné |
| 610 | 2 | 0 | |a indexy burzové |
| 610 | 2 | 0 | |a USA |
| 610 | 2 | 0 | |a Kanada |
| 100 | 1 | |a Racine, Marie D. | |
| 700 | 1 | |a Ackert, Lucy F. | |