The economics of conditional heteroskedasticity: Evidence from canadian and U.S. stock and futures markets
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Bibliographic InfoArticle provided by International Atlantic Economic Society in its journal Atlantic Economic Journal.
Volume (Year): 25 (1997)
Issue (Month): 4 (December)
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- Marie D. Racine & Lucy F. Ackert, 1998. "Time-varying volatility in Canadian and U.S. stock index and index futures markets: A multivariate analysis," Working Paper 98-14, Federal Reserve Bank of Atlanta.
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