An empirical examination of currency ETFs tracking error
Year of publication: |
2015
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Authors: | Ivanov, Stoyu I. |
Published in: |
International journal of bonds and derivatives. - Olney : Inderscience, ISSN 2050-2281, ZDB-ID 2765392-4. - Vol. 1.2015, 4, p. 333-368
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Subject: | exchange traded fund | ETF | tracking error | GARCH | Indexderivat | Index derivative | ARCH-Modell | ARCH model | Aktienindex | Stock index | Aktienfonds | Equity fund | Welt | World | Investmentfonds | Investment Fund | Schätzung | Estimation |
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