Time-varying volatility in Canadian and U.S. stock index and index futures markets: A multivariate analysis

Journal of Financial Research

Volumn 23, Issue 2, 2000, Pages 129-143

  Racine, M D ^a   Ackert, Lucy F ^b,c  

^a WILFRID LAURIER UNIVERSITY   (Canada)

^b FEDERAL RESERVE BANK OF ATLANTA   (United States)

^c KENNESAW STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0142013956     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.2000.tb00735.x     Document Type: Article

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