selected publications
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article
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Measuring Volatility Persistence in the Presence of Sudden Changes in the Variance of Canadian Stock Market Returns..
Canadian Journal of Economics.
38:1032-1051.
2005
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NAFTA and North American Stock Markets: An Intervention Analysis..
Financial Decisions.
15:1-5.
2003
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Measuring Volatility Persistence in the Presence of Sudden Changes in the Variance of Canadian Stock Market Returns..
Canadian Journal of Economics.
38:1032-1051.
2005