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Time-varying volatility : a multivariate approach

By: Material type: TextTextPublication details: [Caribbean Centre for Money & Finance] [St. Augustine]TT 2008Description: 5, [5] pAction note:
  • 2/10/09 JOYD
Summary: Summarizes a procedure for analyzing relationships between stock returns and other macroeconomic variables.
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Summarizes a procedure for analyzing relationships between stock returns and other macroeconomic variables.

2/10/09 JOYD

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