A close examination of Canadian stock market volatility
This paper examines stock market volatility using daily returns from the Toronto Stock Exchange 300 Price Index, for the time period of January 1st , 1977 through December 31st , 1997. More specifically, the dates on which volatility shifts occurred during this sample period are identified, using th...
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| Format: | Others |
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1999
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| Online Access: | http://spectrum.library.concordia.ca/979/1/MQ47810.pdf Michaelides, Mina <http://spectrum.library.concordia.ca/view/creators/Michaelides=3AMina=3A=3A.html> (1999) A close examination of Canadian stock market volatility. Masters thesis, Concordia University. |