000			02666nam a22004813i 4500
001			EBC3019150
003			MiAaPQ
005			20240729124114.0
006			m o d |
007			cr cnu||||||||
008			240724s2010 xx o ||||0 eng d
020			_a9781612094113 _q(electronic bk.)
020			_z9781608764983
035			_a(MiAaPQ)EBC3019150
035			_a(Au-PeEL)EBL3019150
035			_a(CaPaEBR)ebr10662957
035			_a(OCoLC)699511052
040			_aMiAaPQ _beng _erda _epn _cMiAaPQ _dMiAaPQ
050		4	_aHG4901 -- .C36 2010eb
082	0		_a332.64/27
100	1		_aCanarella, Giorgio.
245	1	0	_aNAFTA Stock Markets : _bDynamic Return and Volatility Linkages.
250			_a1st ed.
264		1	_aNew York : _bNova Science Publishers, Incorporated, _c2010.
264		4	_c©2010.
300			_a1 online resource (161 pages)
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aEconomic Issues, Problems and Perspectives
505	0		_aIntro -- NAFTA STOCK MARKETS: DYNAMIC RETURN AND VOLATILITY LINKAGES -- NAFTA STOCK MARKETS: DYNAMIC RETURN AND VOLATILITY LINKAGES -- CONTENTS -- ABSTRACT -- INTRODUCTION -- EXISTING EMPIRICAL ANALYSIS OF NAFTA STOCK MARKETS -- DATA AND DESCRIPTIVE STATISTICS -- COINTEGRATION ANALYSES -- 4.1. THE JOHANSEN MULTIVARIATE APPROACH -- 4.2. EMPIRICAL RESULTS -- 4.3. RECURSIVE COINTEGRATION ANALYSIS -- 4.4. ROLLING COINTEGRATION -- 4.5. COINTEGRATION AND STRUCTURAL CHANGE -- 4.6. COINTEGRATION AND THRESHOLD EFFECTS -- GENERALIZED IMPULSE-RESPONSE FUNCTIONS -- THE MULTIVARIATE GARCH: METHOD AND ECONOMETRICS -- 6.1. ISSUES AND STYLIZED FACTS -- 6.2. ECONOMETRIC FRAMEWORK -- The Mean Model -- The Covariance Model -- THE MULTIVARIATE GARCH: ESTIMATION RESULTS -- CONCLUSION -- REFERENCES -- INDEX.
588			_aDescription based on publisher supplied metadata and other sources.
590			_aElectronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
650		0	_aStock exchanges -- North America.
650		0	_aStocks -- Rate of return.
655		4	_aElectronic books.
700	1		_aMiller, Stephen M.
700	1		_aPollard, Stephen K.
776	0	8	_iPrint version: _aCanarella, Giorgio _tNAFTA Stock Markets _dNew York : Nova Science Publishers, Incorporated,c2010 _z9781608764983
797	2		_aProQuest (Firm)
830		0	_aEconomic Issues, Problems and Perspectives
856	4	0	_uhttps://ebookcentral.proquest.com/lib/orpp/detail.action?docID=3019150 _zClick to View
999			_c60088 _d60088